Tag Field Name Data Type Description Used in
827 ExpirationCycle

AbbrName: ExpirationCycle
int Part of trading cycle when an instrument expires. Field is applicable for derivatives.

Valid Values:

0 - Expire on trading session close (default)
1 - Expire on trading session open
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)
BaseTradingRules
SecurityDefinitionRequest