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FIXtags

GROUP · SOURCE ID 2120

MaturityRules

Definition

No definition is supplied in this source.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 1236 NoMaturityRulesGroup countFrom usage

    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

  2. 1222 MaturityRuleIDfield—

    Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

  3. 1303 MaturityMonthYearFormatfield—

    Format used to generate the MMY for each option contract:

  4. 1302 MaturityMonthYearIncrementUnitsfield—

    enumeration specifying the increment unit:

  5. 1241 StartMaturityMonthYearfield—

    Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

  6. 1226 EndMaturityMonthYearfield—

    Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying

  7. 1229 MaturityMonthYearIncrementfield—

    Value by which maturity month year should be incremented within the specified price range.

Used in messages

Direct parent structures