ExpirationCycle <827> field – FIX 4.4 – FIX Dictionary

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FIX 4.4 : ExpirationCycle <827> field
Type: 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

FIX 4.4 : ExpirationCycle <827> field