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Security Definition (tag 35-MsgType=d)
Instrument Type | Tag 872-InstAttribValue=9 | Tag 872-InstAttribValue=10 | Tag 872-InstAttribValue=14 |
---|---|---|---|
Future outrights if the price can only be positive but not zero | Not set (Value = 0) | Not set (Value = 0) | Not set (Value = 0) |
Future outrights if the price can only be zero and positive | Not set (Value = 0) | Not set (Value = 0) | Set (Value = 1) |
Future outrights if the price can be negative | Not set (Value = 0) | Set (Value = 1) | Not set (Value = 0) |
Future spreads | Not set (Value = 0) | Set (Value = 1) | Not set (Value = 0) |