The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule.

Added in protocol FIX.5.0SP2 (EP 169)

Field or Component Name Description Is Required Added Is Deprecated
41846 UnderlyingOptionExerciseExpirationDateBusinessDayConvention When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates. FIX.5.0SP2 (EP 169)
BlockRepeating UnderlyingOptionExerciseExpirationDateBusinessCenterGrp When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. FIX.5.0SP2 (EP 169)
BlockRepeating UnderlyingOptionExerciseExpirationDateGrp FIX.5.0SP2 (EP 169)
41847 UnderlyingOptionExerciseExpirationDateRelativeTo FIX.5.0SP2 (EP 169)
41848 UnderlyingOptionExerciseExpirationDateOffsetPeriod Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit (41849) is specified. FIX.5.0SP2 (EP 169)
41849 UnderlyingOptionExerciseExpirationDateOffsetUnit Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod (41848) is specified. FIX.5.0SP2 (EP 169)
41850 UnderlyingOptionExerciseExpirationFrequencyPeriod Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit (41851) is specified. FIX.5.0SP2 (EP 169)
41851 UnderlyingOptionExerciseExpirationFrequencyUnit Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod (41850) is specified. FIX.5.0SP2 (EP 169)
41852 UnderlyingOptionExerciseExpirationRollConvention When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates. FIX.5.0SP2 (EP 169)
41853 UnderlyingOptionExerciseExpirationDateOffsetDayType FIX.5.0SP2 (EP 169)
41854 UnderlyingOptionExerciseExpirationTime FIX.5.0SP2 (EP 169)
41855 UnderlyingOptionExerciseExpirationTimeBusinessCenter FIX.5.0SP2 (EP 169)

Used in components