Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
1236 | 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 | Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | Added FIX.5.0 | |||
1303 | Format used to generate the MMY for each option contract: | Added FIX.5.0 | |||
1302 | enumeration specifying the increment unit: | Added FIX.5.0 | |||
1241 | Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | Added FIX.5.0 | |||
1226 | Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying | Added FIX.5.0 | |||
1229 | Value by which maturity month year should be incremented within the specified price range. | Added FIX.5.0 |
Used in groups:
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