| Info |
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Products are sorted by the following Classification Codes:
|
Position | Name | Length | Valid Values | Description | Product Classification | ||
|---|---|---|---|---|---|---|---|
26 | Product Classification Type | (1) |
| Represents a special type of futures contract | F - Futures | ||
27 - 29 | Future Commodity Code | (3) | ITC product code | F - Futures | |||
30 | Future Day Code | (1) |
| Future maturity date | F - Futures | ||
31 | Future Month Code | (1) |
| Future maturity month | F - Futures | ||
32 - 33 | Future Year Code | (2) | The last two digits of the year | Future maturity year
| F - Futures | ||
34 | Last Trading Date Day Code | (1) |
| Future last trading date | F - Futures | ||
35 | Last Trading Date Month Code | (1) |
| Future last trading month | F - Futures | ||
36 - 37 | Last Trading Date Year Code | (2) | The last two digits of the year | Future last trading year
| F - Futures | ||
26 | Product Classification Type | (1) | Space = No Further Definition included | Represents a special type of options contract. | O - Options | ||
27 - 29 | Option Instrument Code | (3) | ITC product code | O - Options | |||
30 | Option Day Code | (1) |
| Option maturity date | O - Options | ||
31 | Option Month Code | (1) |
| Option maturity month | O - Options | ||
32 - 33 | Option Year Code | (2) | The last two digits of the year | Option maturity year
| O - Options | ||
34 | Put/Call Code | (1) |
| Identify put or call options | O - Options | ||
35 - 41 | Strike Price | (7) | The delineation of the whole number portion of the price(e.g. a price of 123 4/8th cents will be displayed as 0001234).
| O - Options | |||
42 | Strike Price Sign | (1) |
| Represent positive or negative strike | O - Options | ||
43 | Expiration Indicator | (1) |
| Identifying the style of Expiration for the Option | O - Options | ||
44 - 46 | Underlying Future Commodity Code | (3) | Indicate the product complex | O - Options | |||
47 | Underlying Future Day Code | (1) |
| Underlying Future maturity date | O - Options | ||
48 | Underlying Future Month Code | (1) |
| Underlying Future maturity month | O - Options | ||
50 | Underlying Future Year Code | (2) | The last two digits of the year | Underlying Future maturity year
| O - Options | ||
51 | Last Trading Date Day Code | (1) |
| Option last trading date | O - Options | ||
52 | Last Trading Date Month Code | (1) |
| Option last trading month | O - Options | ||
53 - 54 | Last Trading Date Year Code | (2) | The last two digits of the year | Option last trading year
| O - Options | ||
55 -56 | Strike Price Fractional Indicator | (2) | All fractions are expressed as fractions or in decimals as is customary for the particular commodity. | O - Options | |||
57 | Strike Price Indicator | (1) |
| Identify the manner in which the Strike Prices are coded. | O - Options | ||
26 | Product Classification Type | (1) | Space = No Further Definition included | Represents a special type of Combination | S - Spreads | ||
27 - 46 | Spread Description | (20) | Used to define the type of spread being traded | S - Spreads | |||
47 - 48 | Spread Type | (2) | Represent the type of spread traded | S - Spreads | |||
49 - 50 | Number of Spread Legs | (2) | Number of underlying legs that make up the spread | S - Spreads | |||
26 | Product Classification Type | (1) |
| Represents a special type of index values | I - Cash Instruments | ||
27 - 44 | Index Description | (18) | An alphanumeric field that is used to identify, in a standard industry-common format, the specific Cash Instrument being traded | I - Cash Instruments | |||
45 - 56 | CUSIP # | (12) | The base number of 6 digits (the 6th digit of which may be alpha or numeric), and a 2 character suffix (either numeric, alphabetic, or both) known as the Issue Number. The 9th character is a check digit. | I - Cash Instruments | |||
57 - 61 | Yield | (5) | A 5 digit field containing Cash Instrument yield in 99.999 format (decimal is implied). The Yield is calculated from the Dollar Price via the Securities Industry Association (SIA). | I - Cash Instruments | |||
26 - 71 | Control Message | (46) | Text messages are provided to update vendors' systems with notification of significant exchange system status changes and to test system integrity. | A - Administrative |