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FIX TAG 827

ExpirationCycle

intAdded FIX.4.4

Definition

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 4.4 FIX 5.0 SP2

Values only in FIX 5.0 SP2 1

  • 2Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)

Values 3

ValueMeaning
0

Expire on trading session close (default)

1

Expire on trading session open

2

Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int.

Used in messages 9

Includes nested components and repeating groups. Open a location to see its surrounding requirements.