Tag | Field Name | XML Name | Data Type | Union Datatype | Description | Added | Depr. | Enums from tag |
---|---|---|---|---|---|---|---|---|
200 | MaturityMonthYear | @MMY | MonthYear |
Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). |
Added
FIX.4.1 Updated FIX.5.0SP1 EP95 |
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