| Tag |
Field Name |
Req'd |
Comments |
| 1201 |
NoStrikeRules |
N |
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
|
| => |
1223 |
StrikeRuleID |
N |
Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated |
| => |
1202 |
StartStrikePxRange |
N |
Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying |
| => |
1203 |
EndStrikePxRange |
N |
Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying |
| => |
1204 |
StrikeIncrement |
N |
Value by which strike price should be incremented within the specified price |
| => |
1304 |
StrikeExerciseStyle |
N |
Enumeration that represents the exercise style for a class of options
Same values as ExerciseStyle
|
| => |
Component Block - <MaturityRules> |
N |
Describes the maturity rules for a given set of strikes as defined by StrikeRules |
