Type: int
Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Expire on trading session close (default) | FIX.4.4 |
| 1 | Expire on trading session open | FIX.4.4 |
| 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) | FIX.5.0 (EP 42) |