Log in

StrikeRules

TagNameTypeRequiredDescription
1201NumInGroup
Required
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
1223String
Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
1202Price
Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
1203Price
Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying
1204Float
Value by which strike price should be incremented within the specified price
1304Int Enum
Enumeration that represents the exercise style for a class of options
Component
Describes the maturity rules for a given set of strikes as defined by StrikeRules