Structure

Tag Field Name Req'd Comments
1236 NoMaturityRules N Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument
1222 MaturityRuleID N Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
1303 MaturityMonthYearFormat N Format used to generate the MMY for each option contract:
1302 MaturityMonthYearIncrementUnits N enumeration specifying the increment unit:
1241 StartMaturityMonthYear N Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
1226 EndMaturityMonthYear N Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying
1229 MaturityMonthYearIncrement N Value by which maturity month year should be incremented within the specified price range.

Used In