StrikeRules Component

<StrkRules>

Tag Field Name AbbrName Req'd Comments
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
> 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