Added in protocol FIX.5.0

See in: FIX.5.0SP1, FIX.5.0SP2.

Field or Component Name Description Is Required Added Is Deprecated
1201 NoStrikeRules Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument FIX.5.0
1223 StrikeRuleID Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated FIX.5.0
1202 StartStrikePxRange Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying FIX.5.0
1203 EndStrikePxRange Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying FIX.5.0
1204 StrikeIncrement Value by which strike price should be incremented within the specified price FIX.5.0
1304 StrikeExerciseStyle Enumeration that represents the exercise style for a class of options
Same values as ExerciseStyle
FIX.5.0
ImplicitBlockRepeating MaturityRules Describes the maturity rules for a given set of strikes as defined by StrikeRules FIX.5.0