Options Exercise API - Position Maintenance Report

Message ID

RptID

String

Unique identifier for this position report.

Transaction Type

TxnTyp

int

Identifies the type of position transaction.

1 = Exercise

2 = Do Not Exercise

Position Request ID

ReqID

String

Unique identifier for the position maintenance request associated with this report.

Action

Actn

int

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.

1 = New

Position Maintenance Status

Stat

int

Status of Position Maintenance Request.

0 = Accepted

1 = Accepted With Warnings

2 = Rejected

Clear Date

BizDt

LocalMktDate

The Clearing Business Date covered by this request.

Option Status

OptStat

int

Indicates the present financial status of the option.

0 = Out of the money

1 = In the money

Transaction Time

TxnTm

UTCTimestamp

Timestamp when the business transaction represented by the message occurred.

Text

Txt

String

Used to indicate an error or warning.

Party ID

ID

String

Used to identify the Party.

Party Role

R

int

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

1 = Executing Firm

4 = Clearing Firm

21 = Clearing Organization

22 = Exchange

24 = Customer Account

38 = Position account

Party Sub ID

ID

String

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

Party Sub Type

Typ

int

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

26 = Account type or Origin

Product Code

ID

String

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

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

H = Clearing House / Clearing Organization

CFI Code

CFI

String

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

Security Type

SecTyp

String

Indicates type of instrument or security.

OOC = Options on Combo

OOF = Options on Futures

Contract Period Code

MMY

MonthYear

Specifies the month and year of maturity.

Maturity Date

MatDt

LocalMktDate

Date of maturity or the Settlement date of the contract.

Strike Price

StrkPx

Price

Used for derivatives, such as options and covered warrants.

Put Or Call

PutCall

int

Used to express option right.

0 = Put

1 = Call

Product Exchange

Exch

Exchange

The exchange where the Security is listed.

CBT

CBTSW

CEE

CME

CMESW

COMEX

COMSW

DME

NYMEX

NYMSW

Underlying Product Code

ID

String

Used as the primary identifier for the underlying instrument.

Underlying Security Type

SecTyp

String

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

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

Underlying Price

Px

Price

Indicates the current or theoretical price of the underlying instrument. Used to calculate the tentative exercise variation from strike price to best price.

Position Quantity Type

Typ

String

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

TOT = Total Transaction Qty

Long Quantity

Long

Qty

Indicates the Long Quantity.

Amount Type

Typ

String

The type of amount being expressed.

TVAR = Trade Variation Amount

Amount

Amt

Amt

The amount associated with the report.

Amount Currency

Ccy

String

The currency in which the Amount is denominated.