ExpiryCut

Specifies the type of cut-time used in option expiration.

  • Name Description
    Budapest BD: Option is expired/exercised manually. Priced as NY.
    Mexico Mexico cut (MX): Option is expired/exercised manually. Priced as NY.
    Moscow Moscow cut (MW): Option is expired/exercised manually. Priced as NY.
    None Not specified. Usually option trade with this type of expiration has invalid state or not initialized.
    NY Option will be expired on the New-York time.
    PreciousMetals Precious metals cut (PM): Option is expired/exercised manually. Priced as NY.
    TK Option will be expired on the Tokyo time.
    Turkey Turkish cut (TR): Option is expired/exercised manually. Priced as NY.
    Unknown Unknown cut: (UX): Option is expired/exercised manually. Priced as NY.
    Warsaw WR: Option is expired/exercised manually. Priced as NY.