Structure
| 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 | |