Code Set ExpirationCycleCodeSet Scenario base

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

ID Datatype
827int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
827001ExpireOnTradingSessionClose0SYNOPSIS: Expire on trading session close (default)
✓FIX.4.4
827002ExpireOnTradingSessionOpen1SYNOPSIS: Expire on trading session open
✓FIX.4.4
827003SpecifiedExpiration2SYNOPSIS: 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.5.042