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FIXtags

FIX TAG 2682

LegInTheMoneyCondition

intAdded FIX.5.0SP2 · EP224

Definition

Specifies an option instrument's "in the money" condition in general terms.

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.

Values 4

ValueMeaning
0

Standard in-the-money

Additional detail from the official source

The option's strike price is less than the underlying settlement price for a call or greater than the underlying settlement price for a put.

1

At-the-money is in-the-money

Additional detail from the official source

The option's strike price of either the put or call is equal to the underlying settlement price in addition to standard in-the-money behavior.

2

At-the-money call is in-the-money

Additional detail from the official source

The call option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior.

3

At-the-money put is in-the-money

Additional detail from the official source

The put option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior.

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").

Used in messages 61

Includes nested components and repeating groups. Open a location to see its surrounding requirements.