Tag | Field Name | AbbrName | Req'd | Comments | ||
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1201 | NoStrikeRules | 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 | Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated | ||
> | 1202 | StartStrikePxRange | StartStrkPxRng | Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying | ||
> | 1203 | EndStrikePxRange | EndStrkPxRng | Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying | ||
> | 1204 | StrikeIncrement | StrkIncr | Value by which strike price should be incremented within the specified price | ||
> | 1304 | StrikeExerciseStyle | StrkExrStyle | Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle |
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> | MaturityRules | MatRules | Describes the maturity rules for a given set of strikes as defined by StrikeRules | |||
Used in the following messages and components | MarketSegmentGrp SecLstUpdRelSymGrp SecListGrp |