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<StrikeRules > Component Block

Used in :

Tag Field Name FIXML Req'd Comments
1201 NoStrikeRules StrkRules N Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument.
=> 1223 StrikeRuleID @StrkRule C Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated.
=> 1202 StartStrikePxRange @StartStrkPxRng N Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying.
=> 1203 EndStrikePxRange @EndStrkPxRng N Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying.
=> 1204 StrikeIncrement @StrkIncr N Value by which strike price should be incremented within the specified price.
=> 1304 StrikeExerciseStyle @StrkExrStyle N Enumeration that represents the exercise style for a class of options. Same values as ExerciseStyle.
=> <MaturityRules> N Describes the maturity rules for a given set of strikes as defined by StrikeRules.

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