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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