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 |