Tag 827
ExpirationCycle
Abbreviation:
ExpirationCycleDescription
Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Wire Format & Usage Example
Single field (key=value)
827=0 (ExpireOnTradingSessionClose)
In a FIX message (SecurityDefinitionRequest)
8=FIX.4.4 | 9=... | 35=c | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 827=0 (ExpireOnTradingSessionClose) | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 827=0 (ExpireOnTradingSessionClose) is this field's position in the message.
All valid values
| Wire | Name | Description |
|---|---|---|
827=0 | ExpireOnTradingSessionClose | Expire on trading session close (default) |
827=1 | ExpireOnTradingSessionOpen | Expire on trading session open |
Enumerated Values
2| Value | Symbolic Name | Description | Added |
|---|---|---|---|
| 0 | ExpireOnTradingSessionClose | Expire on trading session close (default) | FIX.4.4 |
| 1 | ExpireOnTradingSessionOpen | Expire on trading session open | FIX.4.4 |