FIX TAG 827
ExpirationCycle
Definition
Part of trading cycle when an instrument expires. Field is applicable for derivatives.
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Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 4.4 FIX 5.0 SP2
Values only in FIX 5.0 SP2 1
2Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date)
Values 3
| Value | Meaning |
|---|---|
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) |
About the int data type
Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int.
Used in messages 9
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=cSecurityDefinitionRequestMessage body35=dSecurityDefinitionMarketSegmentGrp / SecurityTradingRules / BaseTradingRules35=ySecurityListSecListGrp / SecurityTradingRules / BaseTradingRules35=AADerivativeSecurityListDerivativeSecurityDefinition / MarketSegmentGrp / SecurityTradingRules / BaseTradingRules35=BPSecurityDefinitionUpdateReportMarketSegmentGrp / SecurityTradingRules / BaseTradingRules35=BKSecurityListUpdateReportSecLstUpdRelSymGrp / SecurityTradingRules / BaseTradingRules35=BRDerivativeSecurityListUpdateReportDerivativeSecurityDefinition / MarketSegmentGrp / SecurityTradingRules / BaseTradingRules35=BUMarketDefinitionBaseTradingRules35=BVMarketDefinitionUpdateReportBaseTradingRules