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| Info |
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The following condition applies for the Category Code Y - Cash Prices message:
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The following sample message contains the Cash Prices for Futures:
aM FY 500088790034550RbIEMX Y 2 0116906+T c
Position | Name | Length | Sample Values | Description | Type |
|---|---|---|---|---|---|
1 | SOH control character | (1) | Binary representation of the number 1 | Control Character | Message Header |
2 - 3 | Exchange ID | (2) | ‘M ‘ | Exchange | Message Header |
4 - 5 | Vendor ID | (2) | ‘ ‘ | Vendor | Message Header |
6 | Product Classification Code | (1) | A | Product type | Message Header |
7 | Category Code | (1) | Y | Message type | Message Header |
8 | Type Code | (1) | ‘ ‘ | Message Sub-type | Message Header |
9 | Message Day Code | (1) | 5 | Day of month | Message Header |
10 - 16 | Message Sequence Number | (7) | 0008879 | Sequence number | Message Header |
17 - 23 | Message Time Stamp | (7) | 0034550 | Time will be represented as ‘HHMMSST’ for the time zone in which the exchange is located | Message Header |
24 | Session ID | (1) | R | Session ID | Message Header |
25 | STX control character | (1) | Binary representation of the number 2 | Control Character | Message Header |
26 | Product Classification Type | (1) | I |
| Message Body |
27 - 29 | Future Instrument Code | (3) | EMX | ITC 2.1 product code | Message Body |
30 | Future Day Code | (1) | ‘ ‘ | Expiration maturity day code | Message Body |
31 | Future Month Code | (1) | Y | Expiration maturity month code | Message Body |
32 - 33 | Future Month Code | (2) | ‘ ‘ | Expiration maturity year code | Message Body |
34 | Last Trading Date Day Code | (1) | ‘ ‘ | Cash last trading date | Message Body |
35 | Last Trading Date Month Code | (1) | ‘ ‘ | Cash last trading month | Message Body |
36 - 37 | Last Trading Date Year Code | (2) | ‘ ‘ | Cash last trading year | Message Body |
38 - 39 | Price Fractional Indicator | (2) | ‘2 ‘ | See Price Conventions section. | Message Body |
40 - 46 | Price | (1) | 0116906 | Cash price | Message Body |
47 | Price sign | (7) | + |
| Message Body |
48 | BAT Code | (1) | 0 | Bid/Ask/Trade last price indicator | Message Body |
49 | Price Indicator | (1) | ‘ ‘ | Identify the manner in which the Prices are coded. | Message Body |
50 | ETX | (1) | Binary representation of the number 3 | ETX control character | Message Body |