Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Group

MaturityRules

ID2120
Abbr NameMatRules
PedigreeAdded EP-1
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
Added EP-1
1222
Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
Added EP-1
1303
Format used to generate the MMY for each option contract:
Added EP-1
1302
enumeration specifying the increment unit:
Added EP-1
1241
Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
Added EP-1
1226
Ending maturity month year to which the StrikeIncrement applies. Price refers to the price of the underlying.
Added EP-1
Updated EP271
1229
Value by which maturity month year should be incremented within the specified price range.
Added EP-1
Used in groups:

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