FIX TAG 41852
UnderlyingOptionExerciseExpirationRollConvention
StringAdded FIX.5.0SP2 · EP169
Definition
The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument.
Compare versions
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 46
| Value | Meaning |
|---|---|
1 | 1st day of the month |
2 | 2nd day of the month |
3 | 3rd day of the month |
4 | 4th day of the month |
5 | 5th day of the month |
6 | 6thd day of the month |
7 | 7th day of the month |
8 | 8th day of the month |
9 | 9th day of the month |
10 | 10th day of the month |
11 | 11th day of the month |
12 | 12th day of the month |
13 | 13th day of the month |
14 | 14th day of the month |
15 | 15th day of the month |
16 | 16th day of the month |
17 | 17th day of the month |
18 | 18th day of the month |
19 | 19th day of the month |
20 | 20th day of the month |
21 | 21st day of the month |
22 | 22nd day of the month |
23 | 23rd day of the month |
24 | 24th day of the month |
25 | 25th day of the month |
26 | 26th day of the month |
27 | 27th day of the month |
28 | 28th day of the month |
29 | 29th day of the month |
30 | 30th day of the month |
EOM | The end of the month. Additional detail from the official sourceUse EOM for 31st day of the month. |
FRN | The floating rate note convention or Eurodollar convention. |
IMM | The International Money Market settlement date, i.e. the 3rd Wednesday of the month. |
IMMCAD | The last trading day/expiration day of the Canadian Derivatives Exchange. |
IMMAUD | The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. |
IMMNZD | The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. |
SFE | The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. |
NONE | No adjustment |
TBILL | The 13-week and 26-week U.S. Treasury Bill auction dates. |
MON | Monday |
TUE | Tuesday |
WED | Wednesday |
THU | Thursday |
FRI | Friday |
SAT | Saturday |
SUN | Sunday |
About the String data type
Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt).
Used in messages 77
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=6IOIUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=7AdvertisementUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=8ExecutionReportUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=BNewsUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=CEmailUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=DNewOrderSingleUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=ENewOrderListListOrdGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=FOrderCancelRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=GOrderCancelReplaceRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=HOrderStatusRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=JAllocationInstructionUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=QDontKnowTradeUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=RQuoteRequestQuotReqGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=SQuoteUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=VMarketDataRequestInstrmtMDReqGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=WMarketDataSnapshotFullRefreshUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=XMarketDataIncrementalRefreshMDIncGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=ZQuoteCancelQuotCxlEntriesGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=aQuoteStatusRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=bMassQuoteAckQuotSetAckGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=cSecurityDefinitionRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=dSecurityDefinitionUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=eSecurityStatusRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=fSecurityStatusUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=iMassQuoteQuotSetGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=mListStrikePriceInstrmtStrkPxGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=qOrderMassCancelRequestUnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=rOrderMassCancelReportUnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=sNewOrderCrossUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=tCrossOrderCancelReplaceRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=uCrossOrderCancelRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=xSecurityListRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=ySecurityListSecListGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=zDerivativeSecurityListRequestUnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AADerivativeSecurityListUnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=ABNewOrderMultilegUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=ACMultilegOrderCancelReplaceUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=ADTradeCaptureReportRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AETradeCaptureReportUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AFOrderMassStatusRequestUnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AGQuoteRequestRejectQuotReqRjctGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AHRFQRequestRFQReqGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AIQuoteStatusReportUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AJQuoteResponseUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AKConfirmationUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=ALPositionMaintenanceRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AMPositionMaintenanceReportUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=ANRequestForPositionsUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AORequestForPositionsAckUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=APPositionReportPosUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AQTradeCaptureReportRequestAckUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=ARTradeCaptureReportAckUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=ASAllocationReportUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AWAssignmentReportUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AXCollateralRequestUndInstrmtCollGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AYCollateralAssignmentUndInstrmtCollGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=AZCollateralResponseUndInstrmtCollGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=BACollateralReportUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=BBCollateralInquiryUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=BGCollateralInquiryAckUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=BOContraryIntentionReportUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=BPSecurityDefinitionUpdateReportUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=BKSecurityListUpdateReportSecLstUpdRelSymGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=BMAllocationInstructionAlertUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=BNExecutionAckUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=BRDerivativeSecurityListUpdateReportUnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=BZOrderMassActionReportUnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=CAOrderMassActionRequestUnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=COSecurityMassStatusSecMassStatGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=DCTradeMatchReportInstrmtMatchSideGrp / UndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=DFPartyRiskLimitCheckRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=DGPartyRiskLimitCheckRequestAckUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=DLPositionTransferInstructionUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=DNPositionTransferReportUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=DOMarketDataStatisticsRequestUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=DPMarketDataStatisticsReportUndInstrmtGrp / UnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration35=EGSecurityRiskMetricsReportUnderlyingInstrument / UnderlyingOptionExercise / UnderlyingOptionExerciseExpiration