Field LegStreamCommoditySettlDateRollPeriod Scenario base
SYNOPSIS:
Time unit multiplier for the commodity delivery date roll.
ELABORATION:
For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires.
| ID |
Abbr |
Datatype |
| 41669 | RollPeriod | int |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 169 | | | | |