The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 41846 | Int Enum | When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates | ||
| Component | When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates | |||
| Component | ||||
| 41847 | Int | |||
| 41848 | Int | Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified | ||
| 41849 | String Enum | Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified | ||
| 41850 | Int | Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified | ||
| 41851 | String Enum | Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified | ||
| 41852 | String Enum | When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates | ||
| 41853 | Int Enum | |||
| 41854 | LocalMktTime | |||
| 41855 | String |