Tag |
Field Name |
AbbrName |
Req'd |
Comments |
1236 |
NoMaturityRules
|
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 |
> |
1222 |
MaturityRuleID
|
MatRuleID |
|
Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated |
> |
1303 |
MaturityMonthYearFormat
|
MMYFmt |
|
Format used to generate the MMY for each option contract: |
> |
1302 |
MaturityMonthYearIncrementUnits
|
MMYIncrUnits |
|
enumeration specifying the increment unit: |
> |
1241 |
StartMaturityMonthYear
|
StartMMY |
|
Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying |
> |
1226 |
EndMaturityMonthYear
|
EndMMY |
|
Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying |
> |
1229 |
MaturityMonthYearIncrement
|
MMYIncr |
|
Value by which maturity month year should be incremented within the specified price range. |
Used in the following messages and components |
StrikeRules |