FIX 5.0 SP2 : ExpirationCycle <827> field

Type: int

Used In

Description

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)

Used In