FIX 5.0 SP1 : <StrikeRules> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
1201 NoStrikeRules N 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 N Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
=> 1202 StartStrikePxRange N Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
=> 1203 EndStrikePxRange N Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying
=> 1204 StrikeIncrement N Value by which strike price should be incremented within the specified price
=> 1304 StrikeExerciseStyle N

Enumeration that represents the exercise style for a class of options

Same values as ExerciseStyle

=> Component Block - <MaturityRules> N Describes the maturity rules for a given set of strikes as defined by StrikeRules

Used In

Onix Solutions