Number of maturity 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 1236 | NoMaturityRules |
Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument |
| 1222 | MaturityRuleID | @MatRuleID |
Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | ||
| 1303 | MaturityMonthYearFormat | @MMYFmt |
Format used to generate the MMY for each option contract: | ||
| 1302 | MaturityMonthYearIncrementUnits | @MMYIncrUnits |
enumeration specifying the increment unit: | ||
| 1241 | StartMaturityMonthYear | @StartMMY |
Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | ||
| 1226 | EndMaturityMonthYear | @EndMMY |
Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying | ||
| 1229 | MaturityMonthYearIncrement | @MMYIncr |
Value by which maturity month year should be incremented within the specified price range. |
| end Repeating Group |
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