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The following conditions apply for the Category Code V - Cumulative Volume message:
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Futures
The following sample message contains the Cumulative Volume for Futures.
aM FV 201651981409330 b ED U16IU160000302Ec
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) | O | Product type | Message Header |
7 | Category Code | (1) | V | Message type | Message Header |
8 | Type Code | (1) | ‘ ‘ | Message Sub-type | Message Header |
9 | Message Day Code | (1) | 2 | Day of month | Message Header |
10 - 16 | Message Sequence Number | (7) | 0165198 | Sequence number | Message Header |
17 - 23 | Message Time Stamp | (7) | 1409330 | Time will be represented as ‘HHMMSST’ for the time zone in which the exchange is located | Message Header |
24 | Session ID | (1) | ‘ ‘ | Session ID Blank = ETH & RTH | Message Header |
25 | STX control character | (1) | Binary representation of the number 2 | Control Character | Message Header |
26 | Product Classification Type | (1) | ‘ ‘ | Space = No further definition included | Message Body |
27 - 29 | Future Commodity Code | (3) | ‘ED ‘ | ITC 2.1 product code | Message Body |
30 | Future Day Code | (1) | ‘ ‘ | Future maturity date | Message Body |
31 | Future Month Code | (1) | U | Future maturity month | Message Body |
32 - 33 | Future Year Code | (2) | 15 | Future maturity year | Message Body |
34 | Last Trading Date Day Code | (1) | D | Future last trading date | Message Body |
35 | Last Trading Date Month Code | (1) | U | Future last trading month | Message Body |
36 - 37 | Last Trading Date Year Code | (2) | 15 | Future last trading year | Message Body |
38 - 44 | Cumulative Volume | (7) | 0000302 | Cumulative volume of contracts traded, or contracts cleared | Message Body |
45 | Volume Indicator | (1) | E |
| Message Body |
46 | ETX | (1) | Binary representation of the number 3 | Control character | Message Body |
Options
The following sample message contains the Cumulative Volume for Options:
aM OV 202292861516380 b E0 H12P0982500+AED H13FH124 0002500Ec
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) | O | Product type | Message Header |
7 | Category Code | (1) | V | Message type | Message Header |
8 | Type Code | (1) | ‘ ‘ | Message Sub-type | Message Header |
9 | Message Day Code | (1) | 2 | Day of month | Message Header |
10 - 16 | Message Sequence Number | (7) | 0229286 | Sequence number | Message Header |
17 - 23 | Message Time Stamp | (7) | 1516380 | Time will be represented as ‘HHMMSST’ for the time zone in which the exchange is located | Message Header |
24 | Session ID | (1) | ‘ ‘ | Session ID Blank = ETH & RTH | Message Header |
25 | STX control character | (1) | Binary representation of the number 2 | Control Character | Message Header |
26 | Product Classification Type | (1) | ‘ ‘ | Space = No further definition included | Message Body |
27 - 29 | Option Instrument Code | (3) | ‘EMX ‘ | ITC 2.1 product code | Message Body |
30 | Option Day Code | (1) | ‘ ‘ | Option maturity date | Message Body |
31 | Option Month Code | (1) | H | Option maturity month | Message Body |
32 - 33 | Option Year Code | (2) | 12 | Option maturity year | Message Body |
34 | Put/Call Code | (1) | p | Identify put or call options | Message Body |
35 - 41 | Strike Price | (7) | 0982500 | The delineation of the whole number portion of the price | Message Body |
42 | Strike Price Sign | (1) | + | Represent positive or negative strike | Message Body |
43 | Expiration Indicator | (1) | A | Identifying the style of Expiration for the Option
| Message Body |
44 - 46 | Underlying Future Commodity Code | (3) | ‘ED ‘ | Indicate the product complex | Message Body |
47 | Underlying Future Day Code | (1) | ‘ ‘ | Underlying Future maturity date | Message Body |
48 | Underlying Future Month Code | (1) | H | Underlying Future maturity month | Message Body |
49-50 | Underlying Future Year Code | (2) | 13 | Underlying Future maturity year | Message Body |
51 | Last Trading Date Day Code | (1) | F | Option last trading date | Message Body |
52 | Last Trading Date Month Code | (1) | H | Option last trading month | Message Body |
53 - 54 | Last Trading Date Year Code | (2) | 12 | Option last trading year | Message Body |
55 -56 | Strike Price Fractional Indicator | (2) | ‘4 ‘ | All fractions are expressed as fractions or in decimals as is customary for the particular commodity. | Message Body |
57 | Strike Price indicator | (1) | Space | Identify the manner in which the Strike Prices are coded. | Message Body |
58 - 64 | Cumulative Volume | (7) | 0002500 | Cumulative volume of contracts traded, or contracts cleared | Message Body |
65 | Volume Indicator | (1) | E |
| Message Body |
66 | ETX | (1) | Binary representation of the number 3 | Control character | Message Body |