Category A - Bid-Ask-Trade - No Volume Message
- Space Sync for Confluence
The Category Code A Bid/Ask/Trade – No Volume is disseminated for trades, bids and asks as well a spread messages. There is no volume associated with the dissemination of Category A messages.
Category Code A Bid/Ask/Trade messages should be disseminated for the following Types codes I (Insert) and D (Delete).
A single quote in the sample values indicates the field is left-justified and followed by spaces if it contains fewer characters than the maximum length.
Futures
The following sample message contains Trade/Bid/Ask - No Volume quotation for futures:
aM FA A00446220727110Rb Y5 U11IU114 0970368+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) | F | Product type | Message Header |
7 | Category Code | (1) | A | Message type | Message Header |
8 | Type Code | (1) | ' ' | Message Sub-type | Message Header |
9 | Message Day Code | (1) | A | Day of month | Message Header |
10 - 16 | Message Sequence Number | (7) | 0044622 | Sequence number | Message Header |
17 - 23 | Message Time Stamp | (7) | 0727110 | 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) | ' ' | Space = No further definition included | Message Body |
27 - 29 | Future Commodity Code | (3) | 'Y5' | ITC 2.1 product code | Message Body |
30 | Future Day Code | (1) | ' ' | Future maturity date | 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) | l | 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 | Fractional Indicator | (2) | '4' | Fractional Indicator | Message Body |
40 - 46 | Price | (7) | 0970368 | First price | Message Body |
47 | Price Sign | (1) | + | Represent positive or negative strike | Message Body |
48 | BAT Code | (1) | T | 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 | Control character | Message Body |
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Spreads
The following sample message contains the Trade/Bid/Ask - No Volume for spreads:
aM LA A00503880845320Rb RTH SPRD GN045 0000200-TDO EC M11P0134000
+AEC M113M115 5 0000200-T 00001O EC M11P0138000+AEC M113M115 5 0000520+T
00001O EC M11C0147500+AEC M113M115 5 0000900+T 00001O EC M11C0150000+AEC
M113M115 5 0000400-T 00001c
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) | L | Product type
| Message Header |
7 | Category Code | (1) | A | Message type | Message Header |
8 | Type Code | (1) | ‘ ‘ | Message Sub-type | Message Header |
9 | Message Day Code | (1) | A | Day of month | Message Header |
10 - 16 | Message Sequence Number | (7) | 0050388 | Sequence number | Message Header |
17 - 23 | Message Time Stamp | (7) | 0845320 | 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) | ‘ ‘ | Space = No further definition included | Message Body |
27 - 46 | Combination ID | (20) | ‘RTH SPRD ‘ | Spread Description | Message Body |
47 - 48 | Combination Type | (2) | GN | Combination Type | Message Body |
49 - 50 | Number of Legs | (2) | 04 | Number of Spread Legs | Message Body |
51 - 52 | Fractional Indicator | (2) | ‘5 ‘ | Fractional Indicator | Message Body |
53 - 59 | Price | (7) | 0000200 | Identify put or call options | Message Body |
60 | Price Sign | (1) | - | Indicate +/- price | Message Body |
61 | BAT Code | (1) | T | Bid/Ask/Trade last Price | Message Body |
62 | Price Indicator | (1) | D |
| Message Body |
63 | Product Classification Code | (1) | O | Product type | Message Body |
64 | Product Classification Type | (1) | ‘ ‘ | Space = No further definition included | Message Body |
65 - 67 | Future Commodity Code | (3) | ‘EC ‘ | ITC 2.1 product code | Message Body |
68 | Future Day Code | (1) | ‘ ‘ | Future maturity date | Message Body |
69 | Future Month Code | (1) | M | Future maturity month | Message Body |
70 - 71 | Future Year Code | (2) | 11 | Future maturity year | Message Body |
72 | Put/Call Code | (1) | P | Identify put or call options | Message Body |
73 - 79 | Strike Price | (7) | 0134000 | The delineation of the whole number portion of the price | Message Body |
80 | Strike Price Sign | (1) | + | Represent positive or negative strike | Message Body |
81 | Expiration Indicator | (1) | A | Identifying the style of Expiration for the Option | Message Body |
82-84 | Underlying Future Commodity Code | (3) | ‘EC ‘ | Indicate the product complex | Message Body |
85 | Underlying Future Day Code | (1) | ‘ ‘ | Underlying Future maturity date | Message Body |
86 | Underlying Future Month Code | (1) | M | Underlying Future maturity month | Message Body |
87-88 | Underlying Future Year Code | (2) | 11 | Underlying Future maturity year | Message Body |
89 | Last Trading Date Day Code | (1) | 3 | Last Trading date | Message Body |
90 | Last Trading Date Month Code | (1) | M | Last Trading month | Message Body |
91-92 | Last Trading Date Year Code | (2) | 11 | Last trading year | Message Body |
93 -94 | Strike Price Fractional indicator | (2) | ‘5 ‘ | All fractions are expressed as fractions or in decimals as is customary for the particular commodity | Message Body |
95 | Strike Price Indicator | (1) | ‘ ‘ | Identify the manner in which the Strike Prices are coded. | Message Body |
96 | Buy/Sell Indicator | (1) | ‘ ‘ | Always a space | Message Body |
97 - 98 | Price Fractional Indicator | (2) | ‘5 ‘ | See Price Conversion section | Message Body |
99-105 | Price | (7) | 0000200 | The delineation of the whole number portion of the price | Message Body |
106 | Price Sign | (1) | - | Indicate +/- price | Message Body |
107 | BAT Code | (1) | T | Bid/Ask/Trade last Price | Message Body |
108 | Price Indicator | (1) | ‘ ‘ | Space = Normal | Message Body |
109-113 | Volume Traded | (5) | 00001 | Spread Volume | Message Body |
114 | Product Classification Code | (1) | O | Product type | Message Body |
115 |
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