Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Component

UnderlyingOptionExerciseExpiration

ID4266
PedigreeAdded EP169, Updated EP211
The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule.
Field
Name
Type
Req'd
Comments
Pedigree
41846
When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates.
Added EP169
When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates.
Added EP169
Added EP169
41847
Added EP169
41848
Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified.
Added EP169
41849
Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified.
Added EP169
41850
Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified.
Added EP169
41851
Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified.
Added EP169
41852
When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates.
Added EP169
41853
Added EP169
41854
Added EP169
41855
Added EP169
Used in components:

Orchimate Copyright 2026 Atomic Wire Technology Limited
Orchestra Copyright 2026 FIX Protocol Ltd
Terms of Use|Privacy Policy