Sample Sec Def for a Regular Option
<FIXML> |
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<Batch> | ||
<Hdr |
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SID="CME" |
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SSub="CPAPI " | ||
TID="BRKR" | ||
TSub="user123"/> |
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<SecDef | ||
RspTyp="101" | // Echo back Type of Request that was made | |
ReqID="1234567" | // Echo Request ID from the SecDefReq | |
RptID="3400001" | // Unique response identifier | |
BizDt="2009-10-19"> | // Current Clearing Date | |
<Instrmt | ||
ID="LN" | // Clearing symbol (qualified by Exch) | |
Src="H" | // Accompanies ID and is always ‘H’ | |
MMY="200910" | // Maturity Month/Year of the Series | |
Desc="European Natural Gas Option" | // Product Description. | |
SecTyp="OOF" | // Security Type: OOF | |
Exch="NYMEX" | // The product exchange | |
ProdCmplx="ENRGY" | // Product Complex | |
ProdTerm="3" | // 3 means product expires Monthly | |
TmUnit="Mo" | // Time unit is month | |
UOM="MMBtu" | // Unit of Measure is Barrels | |
UOMQty="10000" | // Contract Size is 1000 Barrels. | |
PxUOM=" MMBtu" | // Price Unit of Measure is Barrels | |
PxUOMQty="1" | // Min Quantity Increment | |
PxQteMeth="STD" | // Standard Price Quote Method | |
PxQteCcy="USD" | // Prices are quoted in USD | |
MinPxIncr="0.0001" | // The minimum price increment | |
Mult="10000" | // Contract Multiplier | |
SettlMeth="P" | // Physically delivered | |
ValMeth="EQTY" | // Premium style | |
ExerStyle="0" | // European Style Expiration | |
ListMeth="1" | // User requested instruments permitted | |
FlexInd="N" | // Indicates whether Series is Flex or not. | |
Status="1" | // Contract is Active | |
MatDt="2009-07-28"> | // Last Settlement Date | |
<Evnt EventTyp="5" Dt="2004-03-18"/> | // First Trading Day | |
<Evnt EventTyp="7" Dt="2009-07-28"/> | // Last Trading Day | |
</Instrmt> | ||
<InstrmtExt> | ||
<Attrb Typ="29" Val="Y"/> | // Yes, this product is tradable | |
<Attrb Typ="25" Val="1"/> | // Denominator = 1 (Non-fractional product) | |
<Attrb Typ="24" Val="1"/> | // Product is eligible for Block Trades | |
<Attrb Typ="24" Val="12"/> | // Product is eligible for EFS (EOO) | |
</InstrmtExt> | ||
<ProdClsfnGrp> |
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<ProdClsfn Rsn="7" Val="Natural Gas"/> | // Product Group is Natural Gas | |
</ProdClsfnGrp> |
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<Undly | // Underlying Product Information | |
ID="NG" | ||
Src="H" | ||
SecTyp="FUT" |
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MMY="200910" |
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Exch="NYMEX"> |
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</Undly> | ||
</SecDef> |
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<SecDef>.... | // Repeat SecDef for each series that | |
| </Batch> | ||
| </FIXML> |
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