ExpirationCycle <827> field
FIX 5.0 SP2 EP269
Part of trading cycle when an instrument expires. Field is applicable for derivatives.
- 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)