Category Code Y - Cash Prices
- Space Sync for Confluence
This message is to be used primarily for the dissemination of current cash values of Stock Index Futures, or other Index Type Futures Contracts. An Exchange may specify an Expiration Month Code other than the value "Y" typically defined for Spot Delivery/Index Information. Refer to Appendix for the Expiration Month Code selected by the respective exchange when the value of “Y” is not used.
The following condition applies for the Category Code Y - Cash Prices message:
Where Category Code Y (position 7) AND Session ID “R“ (position 24), CME Group will not send the message.
The following sample message contains the Cash Prices for Futures:
aM FY 500088790034550RbIEMX Y 2 0116906+T c
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) | A | Product type | Message Header |
7 | Category Code | (1) | Y | Message type | Message Header |
8 | Type Code | (1) | ‘ ‘ | Message Sub-type | Message Header |
9 | Message Day Code | (1) | 5 | Day of month | Message Header |
10 - 16 | Message Sequence Number | (7) | 0008879 | Sequence number | Message Header |
17 - 23 | Message Time Stamp | (7) | 0034550 | Time will be represented as ‘HHMMSST’ for the time zone in which the exchange is located | Message Header |
24 | Session ID | (1) | R | Session ID | Message Header |
25 | STX control character | (1) | Binary representation of the number 2 | Control Character | Message Header |
26 | Product Classification Type | (1) | I |
| Message Body |
27 - 29 | Future Instrument Code | (3) | EMX | ITC 2.1 product code | Message Body |
30 | Future Day Code | (1) | ‘ ‘ | Expiration maturity day code | Message Body |
31 | Future Month Code | (1) | Y | Expiration maturity month code | Message Body |
32 - 33 | Future Month Code | (2) | ‘ ‘ | Expiration maturity year code | Message Body |
34 | Last Trading Date Day Code | (1) | ‘ ‘ | Cash last trading date | Message Body |
35 | Last Trading Date Month Code | (1) | ‘ ‘ | Cash last trading month | Message Body |
36 - 37 | Last Trading Date Year Code | (2) | ‘ ‘ | Cash last trading year | Message Body |
38 - 39 | Price Fractional Indicator | (2) | ‘2 ‘ | See Price Conventions section. | Message Body |
40 - 46 | Price | (1) | 0116906 | Cash price | Message Body |
47 | Price sign | (7) | + |
| Message Body |
48 | BAT Code | (1) | 0 | Bid/Ask/Trade last price indicator | Message Body |
49 | Price Indicator | (1) | ‘ ‘ | Identify the manner in which the Prices are coded. | Message Body |
50 | ETX | (1) | Binary representation of the number 3 | ETX control character | Message Body |
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.