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Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 1236 | NoMaturityRules | MatRules | N | 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 | MaturityRuleID | @MatRuleID | C | Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated. | ||
| => | 1303 | MaturityMonthYearFormat | @MMYFmt | N | Format used to generate the MMY for each option contract: | ||
| => | 1302 | MaturityMonthYearIncrementUnits | @MMYIncrUnits | N | enumeration specifying the increment unit:. | ||
| => | 1241 | StartMaturityMonthYear | @StartMMY | N | Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying. | ||
| => | 1226 | EndMaturityMonthYear | @EndMMY | N | Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying. | ||
| => | 1229 | MaturityMonthYearIncrement | @MMYIncr | N | Value by which maturity month year should be incremented within the specified price range. | ||
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| FRAMES | NO FRAMES |