Description

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
  • 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