Component MaturityRules (ImplicitBlockRepeating)
Added in protocol FIX.5.0
See in: FIX.5.0SP1, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 1236 | NoMaturityRules | 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 | FIX.5.0 | ||
| 1222 | MaturityRuleID | Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | FIX.5.0 | ||
| 1303 | MaturityMonthYearFormat | Format used to generate the MMY for each option contract: | FIX.5.0 | ||
| 1302 | MaturityMonthYearIncrementUnits | enumeration specifying the increment unit: | FIX.5.0 | ||
| 1241 | StartMaturityMonthYear | Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | FIX.5.0 | ||
| 1226 | EndMaturityMonthYear | Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying | FIX.5.0 | ||
| 1229 | MaturityMonthYearIncrement | Value by which maturity month year should be incremented within the specified price range. | FIX.5.0 |