ExpirationCycle <827> field – FIX 5.0 SP2 – FIX Dictionary

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FIX 5.0 SP2 : ExpirationCycle <827> field
Type: int

Part of trading cycle when an instrument expires. Field is applicable for derivatives.

Valid values:

0 = Expire on trading session close (default)

1 = Expire on trading session open

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 SP2 : ExpirationCycle <827> field