Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument
Added
FIX.5.0
EP-1
Expand Components | Collapse Components
| Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
|---|
| Repeating Group 1201 | NoStrikeRules |
Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument |
| 1223 | StrikeRuleID | @StrkRule |
Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | ||
| 1202 | StartStrikePxRange | @StartStrkPxRng |
Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | ||
| 1203 | EndStrikePxRange | @EndStrkPxRng |
Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying | ||
| 1204 | StrikeIncrement | @StrkIncr |
Value by which strike price should be incremented within the specified price | ||
| 1304 | StrikeExerciseStyle | @StrkExrStyle |
Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle |
| Component | MaturityRules | MatRules |
Describes the maturity rules for a given set of strikes as defined by StrikeRules |
| end Repeating Group |
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