Field ExpirationCycle (827) - FIX Protocol FIX.5.0

Type: int

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

Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Valid values

Value Description Added
0 Expire on trading session close (default) FIX.4.4
1 Expire on trading session open FIX.4.4