Options Exercise API - Position Maintenance Request

Position Request ID

ReqID

String

Y

Unique identifier for the position maintenance request as assigned by the submitter.

Transaction Type

TxnTyp

int

Y

Identifies the type of position transaction.

1 = Exercise

2 = Do Not Exercise

Action

Actn

int

Y

Maintenance action to be performed. New is the only supported value, as it overwrites any previous Exercise or Do Not Exercise request for the same firm, origin, and, if specified, account for the clearing business day. Cancellation of a request can be performed by submitting an Exercise or Do Not Exercise instruction with a total long quantity of 0.

1 = New

Clear Date

BizDt

LocalMktDate

Y

The Clearing Business Date referred to by this maintenance request.

Transaction Time

TxnTm

UTCTimestamp

N

Timestamp when the business transaction represented by the message occurred.

Party ID

ID

String

Y

Used to identify the Party.

Party Role

R

int

Y

Indicates the type of Party or the role of the party in the Party Block.

Party Roles 1, 21, and 22 are required. The remaining Party Roles are optional.

1 = Executing Firm

4 = Clearing Firm

21 = Clearing Organization

22 = Exchange

24 = Customer Account

38 = Position account

Party Sub ID

ID

String

C

A Sub ID provides additional information about the Party. To specify the Origin (Typ=26), always specify it for the executing firm (Party Role 1), not the customer account. It may also appear on the Position Account. (Party Role 38)

Valid values for Origin (Typ=26):

1 = Customer

2 = House

Conditionally required for executing firm (Party Role 1.)

Party Sub Type

Typ

int

C

The Type of Party Sub ID in the Party Sub Tag.

Conditionally required for executing firm (Party Role 1.)

26 = Account type or Origin

Product Code

ID

String

Y

Used as the primary identifier for the traded instrument. For listed derivatives this is generally an exchange or CCP defined value.

Source of the Product Code

Src

String

N

Identifies the source of the SecurityID. If it is not specified, the deafult of Clearing is used.

H = Clearing House / Clearing Organization

CFI Code

CFI

String

N

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.

Security Type

SecTyp

String

Y

Indicates type of instrument or security.

OOC = Options on Combo

OOF = Options on Futures

OPT = Option

Contract Period Code

MMY

MonthYear

Y

Specifies the month and year of maturity.

Maturity Date

MatDt

LocalMktDate

N

Date of maturity or the Settlement date of the contract.

Strike Price

StrkPx

Price

Y

Used for derivatives, such as options and covered warrants

Put Or Call

PutCall

int

Y

Used to express option right.

0 = Put

1 = Call

Product Exchange

Exch

Exchange

Y

The exchange where the Security is listed.

CBT

CBTSW

CEE

CME

CMESW

COMEX

COMSW

DME

NYMEX

NYMSW

Underlying Product Code

ID

String

N

Used as the primary identifier for the underlying instrument.

Underlying Security Type

SecTyp

String

N

Used to indicate the type of underlying security being reported.

COMBO = Multileg (Combo)

FUT = Future

FWD = Forward

MLEG = Multi Leg (Combo)

Underlying Maturity

MMY

MonthYear

C

The expiration period code of an underlying instrument. Used in combination with UnderlyingSecurityID to specify the instrument identifier.

Conditionally required for FLEX options.

Position Quantity Type

Typ

String

Y

Used to identify the type of quantity that is being returned.

TOT = Total Transaction Qty

Long Quantity

Long

Qty

Y

Indicates the Long Quantity.