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| Info |
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The following conditions apply to the Category Code J - Summary message:
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Futures
The following sample message contains Summary information for futures:
...
11570+A 5 0112130+T 5 0111660+ N C 5 0000020EDc
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) | F | Product type | Message Header |
7 | Category Code | (1) | J | Message type | Message Header |
8 | Type Code | (1) | ‘ ‘ | Message Sub-type | Message Header |
9 | Message Day Code | (1) | D | Day of month | Message Header |
10 - 16 | Message Sequence Number | (7) | 0341188 | Sequence number | Message Header |
17 - 23 | Message Time Stamp | (7) | 1605360 | Time will be represented as ‘HHMMSST’ for the time zone in which the exchange is located | Message Header |
24 | Session ID | (1) | ‘ ‘ | Session ID | 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) | SF | ITC 2.1 product code | Message Body |
30 | Future Day Code | (1) | ‘ ‘ | Future Maturity Day | Message Body |
31 | Future Month Code | (1) | U | Future maturity month | Message Body |
32 - 33 | Future Year Code | (2) | 11 | Future maturity year | Message Body |
34 | Last Trading Date Day Code | (1) | I | 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) | 11 | Future last trading year | Message Body |
38 - 39 | Price Fractional Indicator | (2) | ‘5 ‘ | See Price Conventions section. | Message Body |
40-46 | Open Price 1 | (7) | 0111640 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
47 | Price sign | (1) | + |
| Message Body |
48 | BAT Code | (1) | T | Bid/Ask/Trade last price indicator | Message Body |
49 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
50 -51 | Price Fractional Indicator | (2) | Space | See Price Conventions section. | Message Body |
52 - 58 | Open Price 2 | (7) | Space | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
59 | Price sign | (1) | Space |
| Message Body |
60 | BAT Code | (1) | Space | Bid/Ask/Trade last price indicator | Message Body |
61 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
62 | Range Indicator | (1) | R |
| Message Body |
63 | Market Direction Indicator | (1) | Space | Market direction not indicated by Exchange | Message Body |
64 -65 | Price Fractional Indicator | (2) | ‘5 ‘ | See Price Conventions section. | Message Body |
66 -72 | High Price | (7) | 0112450 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
73 | Price sign | (1) | + |
| Message Body |
74 | BAT Code | (1) | B | Bid/Ask/Trade last price indicator | Message Body |
75 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
76 -77 | Price Fractional Indicator | (2) | ‘5 ‘ | See Price Conventions section. | Message Body |
78 - 84 | Low Price | (7) | 0111570 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
85 | Price sign | (1) | + |
| Message Body |
86 | BAT Code | (1) | A | Bid/Ask/Trade last price indicator | Message Body |
87 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
88 - 89 | Price Fractional Indicator | (2) | ‘5 ‘ |
section. | Message Body | ||||
90 - 96 | Settle Price | (7) | 0112130 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
97 | Price sign | (1) | + |
| Message Body |
98 | BAT Code | (1) | T | Bid/Ask/Trade last price indicator | Message Body |
99 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
100 - 101 | Price Fractional Indicator | (2) | ‘5 ‘ |
section. | Message Body | ||||
102 - 108 | Close Price 1 | (7) | 0111660 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
109 | Price sign | (1) | + |
| Message Body |
110 | BAT Code | (1) | Space | Bid/Ask/Trade last price indicator | Message Body |
111 | Price Indicator | (1) | N | Price indicators are used to specify unusual pricing conventions. | Message Body |
112 - 113 | Price Fractional Indicator | (2) | ‘ ‘ |
section. | Message Body | ||||
114 - 120 | Close Price 2 | (7) | ‘ ‘ | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
121 | Price sign | (1) | ‘ ‘ |
| Message Body |
122 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
123 | Price Indicator | (1) | N | Price indicators are used to specify unusual pricing conventions. | Message Body |
124 | Range Indicator | (1) | C | C = Close | Message Body |
125 | Market Direction Indicator | (1) | ‘ ‘ | Market direction not indicated by Exchange | Message Body |
126 - 127 | Price Fractional Indicator | (2) | ‘5 ‘ |
section. | Message Body | ||||
128 - 134 | Net Price | (7) | 5 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
135 | Price sign | (1) | ‘ ‘ |
| Message Body |
136 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
137 | Price Indicator | (1) | ‘ ' | Price indicators are used to specify unusual pricing conventions. | Message Body |
138 | Market Direction Indicator | (1) | ‘ ‘ | Market direction not indicated by Exchange | Message Body |
139 – 145 | Cumulative Volume | (7) | 0000020 | Cumulative volume of contract | Message Body |
146 | Volume Indicator | (1) | E |
| Message Body |
147 | Day Indicator | (1) | D | Day the volume occurred | Message Body |
148 | ETX Character | (1) | Binary representation of the number 3 | Control Character | Message Body |
Options
The following sample message contains Summary information for options:
...
E 0000676+B E 0000615+A E 0000600+T E 0000647+ N C E 0000047- -
0000020EJc
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) | ‘B ‘ | 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) | J | Message type | Message Header |
8 | Type Code | (1) | ‘ ‘ | Message Sub-type | Message Header |
9 | Message Day Code | (1) | J | Day of month | Message Header |
10 - 16 | Message Sequence Number | (7) | 0557177 | Sequence number | Message Header |
17 - 23 | Message Time Stamp | (7) | 1610140 | Time will be represented as ‘HHMMSST’ for the time zone in which the exchange is located | Message Header |
24 | Session ID | (1) | ‘ ‘ | Session ID | 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 | Options Commodity Code | (3) | CY | ITC 2.1 product code | Message Body |
30 | Options Day Code | (1) | ‘ ‘ | Options maturity day | Message Body |
31 | Options Month Code | (1) | H | Options maturity month | Message Body |
32 - 33 | Options Year Code | (2) | 12 | Options maturity year | Message Body |
34 | Put/Call Code | (1) | C | Identify put or call options | Message Body |
35 - 41 | Strike Price | (7) | 0007500 | 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) | ‘C ‘ | Indicate the product complex | Message Body |
47 | Underlying Future Day Code | (1) | ‘ ‘ | Underlying Future Maturity Day | Message Body |
48 | Underlying Future Month Code | (1) | H | Underlying Future maturity month | Message Body |
49 - 50 | Underlying Future Year Code | (2) | 12 | Underlying Future maturity year | Message Body |
51 | Last Trading Date Day Code | (1) | N | Option last trading date | Message Body |
52 | Last Trading Date Month Code | (1) | G | 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) | ‘E ‘ | All fractions are expressed as fractions or in decimals as is customary for the particular commodity. | Message Body |
57 | Strike Price Indicator | (1) | ‘ ‘ | Identify the manner in which the Strike Prices are coded. | Message Body |
58 - 59 | Price Fractional Indicator | (2) | ‘ ‘ |
section. | Message Body | ||||
60-66 | Open Price 1 | (7) | ‘ ‘ | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
67 | Price sign | (1) | ‘ ‘ |
| Message Body |
68 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
69 | Price Indicator | (1) | ‘ ‘ | Price indicators are used to specify unusual pricing conventions. | Message Body |
70 -71 | Price Fractional Indicator | (2) | ‘ ‘ |
section. | Message Body | ||||
72-78 | Open Price 2 | (7) | ‘ ‘ | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
79 | Price sign | (1) | ‘ ‘ |
| Message Body |
80 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
81 | Price Indicator | (1) | ‘ ‘ | Price indicators are used to specify unusual pricing conventions. | Message Body |
82 | Range Indicator | (1) | ‘ ‘ |
| Message Body |
83 | Market Direction Indicator | (1) | ‘ ‘ | Market direction not indicated by Exchange | Message Body |
84 -85 | Price Fractional Indicator | (2) | ‘E ‘ |
section. | Message Body | ||||
86 -92 | High Price | (7) | 0000676 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
93 | Price sign | (1) | + |
| Message Body |
94 | BAT Code | (1) | B | Bid/Ask/Trade last price indicator | Message Body |
95 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
96 -97 | Price Fractional Indicator | (2) | ‘E ‘ |
section. | Message Body | ||||
98 -104 | Low Price | (7) | 0000615 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
105 | Price sign | (1) | + |
| Message Body |
106 | BAT Code | (1) | A | Bid/Ask/Trade last price indicator | Message Body |
107 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
108 - 109 | Price Fractional Indicator | (2) | ‘E ‘ |
section. | Message Body | ||||
110 - 116 | Settle Price | (7) | 0000600 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
117 | Price sign | (1) | + |
| Message Body |
118 | BAT Code | (1) | T | Bid/Ask/Trade last price indicator | Message Body |
119 | Price Indicator | (1) | ‘ ‘ | Price indicators are used to specify unusual pricing conventions. | Message Body |
120 - 121 | Price Fractional Indicator | (2) | ‘E ‘ |
section. | Message Body | ||||
122 - 128 | Close Price 1 | (7) | 0000647 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
129 | Price sign | (1) | + |
| Message Body |
130 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
131 | Price Indicator | (1) | N | Price indicators are used to specify unusual pricing conventions. | Message Body |
132 - 133 | Price Fractional Indicator | (2) | ‘ ‘ |
section. | Message Body | ||||
134 - 140 | Close Price 2 | (7) | ‘ ‘ | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
141 | Price sign | (1) | ‘ ‘ |
| Message Body |
142 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
143 | Price Indicator | (1) | ‘ ‘ | Price indicators are used to specify unusual pricing conventions. | Message Body |
144 | Range Indicator | (1) | C | C = Close | Message Body |
145 | Market Direction Indicator | (1) | ‘ ‘ | Market direction not indicated by Exchange | Message Body |
146 - 147 | Price Fractional Indicator | (2) | ‘E ’ |
section. | Message Body | ||||
148 - 154 | Net Price | (7) | 0000047 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
155 | Price sign | (1) | - |
| Message Body |
156 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
157 | Price Indicator | (1) | - | Price indicators are used to specify unusual pricing conventions. | Message Body |
158 | Market Direction Indicator | (1) | ‘ ‘ | Market direction | Message Body |
159 – 165 | Cumulative Volume | (7) | 0000020 | Cumulative volume of contract | Message Body |
166 | Volume Indicator | (1) | E |
| Message Body |
167 | Day Indicator | (1) | J | Day the volume occurred | Message Body |
168 | ETX Character | (1) | Binary representation of the number 3 | Control Character | Message Body |