Field ExpirationCycle (827) - FIX Protocol FIX.5.0SP2 EP240

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.5.0, FIX.5.0SP1, FIX.5.0SP2.

Valid values

Value Description Added
0 Expire on trading session close (default) FIX.4.4
1 Expire on trading session open FIX.4.4
2 Trading eligibility expiration specified in the date and time fields [EventDate (866) and EventTime (1145)] associated with EventType (865)=7(Last Eligible Trade Date) FIX.5.0 (42)

Used in components