Category Code J - Summary
- Space Sync for Confluence
Within the Summary message, fields identified as Opening or Closing may also be utilized to include Resumption or Suspension quotation information. The Range Indicator fields within this message should be carefully examined to identify the type of quotation included within these fields.
Exchanges that support multiple trading sessions, typically including an electronic trading session, will anticipate being able to provide Session related Summary messages, as well as Composite Trading Day Summary messages (Session ID of blank). Within this environment, Resumptions and Suspensions would be utilized to provide support for opening or Closing a particular session.
The following conditions apply to the Category Code J - Summary message:
Where Category Code J (position 7) AND Session ID “ “ (position 24), CME Group will not send the message.
Where Category Code J (position 7) AND Session ID “G” (position 24), CME Group will not send the message.
Where Category Code J (position 7) AND Session ID “R“ (position 24), the Settlement Price (positions 90 - 96) will be blank.
Futures
The following sample message contains Summary information for futures:
aM FJ D03411881605360 b SF U11IU115 0111640+T R 5 0112450+B 5 01
11570+A 5 0112130+T 5 0111660+ N C 5 0000020EDc
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) | J | Message type | Message Header |
8 | Type Code | (1) | ‘ ‘ | Message Sub-type | Message Header |
9 | Message Day Code | (1) | D | Day of month | Message Header |
10 - 16 | Message Sequence Number | (7) | 0341188 | Sequence number | Message Header |
17 - 23 | Message Time Stamp | (7) | 1605360 | Time will be represented as ‘HHMMSST’ for the time zone in which the exchange is located | Message Header |
24 | Session ID | (1) | ‘ ‘ | 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) | SF | ITC 2.1 product code | Message Body |
30 | Future Day Code | (1) | ‘ ‘ | Future Maturity Day | 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) | I | 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 | Price Fractional Indicator | (2) | ‘5 ‘ | See Price Conventions section. | Message Body |
40-46 | Open Price 1 | (7) | 0111640 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
47 | Price sign | (1) | + |
| Message Body |
48 | BAT Code | (1) | T | Bid/Ask/Trade last price indicator | Message Body |
49 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
50 -51 | Price Fractional Indicator | (2) | Space | See Price Conventions section. | Message Body |
52 - 58 | Open Price 2 | (7) | Space | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
59 | Price sign | (1) | Space |
| Message Body |
60 | BAT Code | (1) | Space | Bid/Ask/Trade last price indicator | Message Body |
61 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
62 | Range Indicator | (1) | R |
| Message Body |
63 | Market Direction Indicator | (1) | Space | Market direction not indicated by Exchange | Message Body |
64 -65 | Price Fractional Indicator | (2) | ‘5 ‘ | See Price Conventions section. | Message Body |
66 -72 | High Price | (7) | 0112450 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
73 | Price sign | (1) | + |
| Message Body |
74 | BAT Code | (1) | B | Bid/Ask/Trade last price indicator | Message Body |
75 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
76 -77 | Price Fractional Indicator | (2) | ‘5 ‘ | See Price Conventions section. | Message Body |
78 - 84 | Low Price | (7) | 0111570 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
85 | Price sign | (1) | + |
| Message Body |
86 | BAT Code | (1) | A | Bid/Ask/Trade last price indicator | Message Body |
87 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
88 - 89 | Price Fractional Indicator | (2) | ‘5 ‘ | See Price Conventions section. | Message Body |
90 - 96 | Settle Price | (7) | 0112130 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
97 | Price sign | (1) | + |
| Message Body |
98 | BAT Code | (1) | T | Bid/Ask/Trade last price indicator | Message Body |
99 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
100 - 101 | Price Fractional Indicator | (2) | ‘5 ‘ | See Price Conventions section. | Message Body |
102 - 108 | Close Price 1 | (7) | 0111660 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
109 | Price sign | (1) | + |
| Message Body |
110 | BAT Code | (1) | Space | Bid/Ask/Trade last price indicator | Message Body |
111 | Price Indicator | (1) | N | Price indicators are used to specify unusual pricing conventions. | Message Body |
112 - 113 | Price Fractional Indicator | (2) | ‘ ‘ | See Price Conventions section. | Message Body |
114 - 120 | Close Price 2 | (7) | ‘ ‘ | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
121 | Price sign | (1) | ‘ ‘ |
| Message Body |
122 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
123 | Price Indicator | (1) | N | Price indicators are used to specify unusual pricing conventions. | Message Body |
124 | Range Indicator | (1) | C | C = Close | Message Body |
125 | Market Direction Indicator | (1) | ‘ ‘ | Market direction not indicated by Exchange | Message Body |
126 - 127 | Price Fractional Indicator | (2) | ‘5 ‘ | See Price Conventions section. | Message Body |
128 - 134 | Net Price | (7) | 5 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
135 | Price sign | (1) | ‘ ‘ |
| Message Body |
136 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
137 | Price Indicator | (1) | ‘ ' | Price indicators are used to specify unusual pricing conventions. | Message Body |
138 | Market Direction Indicator | (1) | ‘ ‘ | Market direction not indicated by Exchange | Message Body |
139 – 145 | Cumulative Volume | (7) | 0000020 | Cumulative volume of contract | Message Body |
146 | Volume Indicator | (1) | E |
| Message Body |
147 | Day Indicator | (1) | D | Day the volume occurred | Message Body |
148 | ETX Character | (1) | Binary representation of the number 3 | Control Character | Message Body |
Options
The following sample message contains Summary information for options:
aB OJ J05571771610140 b CY H12C0007500+AC H12NG12E
E 0000676+B E 0000615+A E 0000600+T E 0000647+ N C E 0000047- -
0000020EJc
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) | ‘B ‘ | Exchange | Message Header |
4-5 | Vendor ID | (2) | ‘ ‘ | Vendor | Message Header |
6 | Product Classification Code | (1) | O | Product type | Message Header |
7 | Category Code | (1) | J | Message type | Message Header |
8 | Type Code | (1) | ‘ ‘ | Message Sub-type | Message Header |
9 | Message Day Code | (1) | J | Day of month | Message Header |
10 - 16 | Message Sequence Number | (7) | 0557177 | Sequence number | Message Header |
17 - 23 | Message Time Stamp | (7) | 1610140 | Time will be represented as ‘HHMMSST’ for the time zone in which the exchange is located | Message Header |
24 | Session ID | (1) | ‘ ‘ | 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 | Options Commodity Code | (3) | CY | ITC 2.1 product code | Message Body |
30 | Options Day Code | (1) | ‘ ‘ | Options maturity day | Message Body |
31 | Options Month Code | (1) | H | Options maturity month | Message Body |
32 - 33 | Options Year Code | (2) | 12 | Options maturity year | Message Body |
34 | Put/Call Code | (1) | C | Identify put or call options | Message Body |
35 - 41 | Strike Price | (7) | 0007500 | The delineation of the whole number portion of the price | Message Body |
42 | Strike Price Sign | (1) | + | Represent positive or negative strike | Message Body |
43 | Expiration Indicator | (1) | A | Identifying the style of Expiration for the Option | Message Body |
44 - 46 | Underlying Future Commodity Code | (3) | ‘C ‘ | Indicate the product complex | Message Body |
47 | Underlying Future Day Code | (1) | ‘ ‘ | Underlying Future Maturity Day | Message Body |
48 | Underlying Future Month Code | (1) | H | Underlying Future maturity month | Message Body |
49 - 50 | Underlying Future Year Code | (2) | 12 | Underlying Future maturity year | Message Body |
51 | Last Trading Date Day Code | (1) | N | Option last trading date | Message Body |
52 | Last Trading Date Month Code | (1) | G | Option last trading month | Message Body |
53 - 54 | Last Trading Date Year Code | (2) | 12 | Option last trading year | Message Body |
55 -56 | Strike Price Fractional Indicator | (2) | ‘E ‘ | All fractions are expressed as fractions or in decimals as is customary for the particular commodity. | Message Body |
57 | Strike Price Indicator | (1) | ‘ ‘ | Identify the manner in which the Strike Prices are coded. | Message Body |
58 - 59 | Price Fractional Indicator | (2) | ‘ ‘ | See Price Conventions section. | Message Body |
60-66 | Open Price 1 | (7) | ‘ ‘ | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
67 | Price sign | (1) | ‘ ‘ |
| Message Body |
68 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
69 | Price Indicator | (1) | ‘ ‘ | Price indicators are used to specify unusual pricing conventions. | Message Body |
70 -71 | Price Fractional Indicator | (2) | ‘ ‘ | See Price Conventions section. | Message Body |
72-78 | Open Price 2 | (7) | ‘ ‘ | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
79 | Price sign | (1) | ‘ ‘ |
| Message Body |
80 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
81 | Price Indicator | (1) | ‘ ‘ | Price indicators are used to specify unusual pricing conventions. | Message Body |
82 | Range Indicator | (1) | ‘ ‘ |
| Message Body |
83 | Market Direction Indicator | (1) | ‘ ‘ | Market direction not indicated by Exchange | Message Body |
84 -85 | Price Fractional Indicator | (2) | ‘E ‘ | See Price Conventions section. | Message Body |
86 -92 | High Price | (7) | 0000676 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
93 | Price sign | (1) | + |
| Message Body |
94 | BAT Code | (1) | B | Bid/Ask/Trade last price indicator | Message Body |
95 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
96 -97 | Price Fractional Indicator | (2) | ‘E ‘ | See Price Conventions section. | Message Body |
98 -104 | Low Price | (7) | 0000615 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
105 | Price sign | (1) | + |
| Message Body |
106 | BAT Code | (1) | A | Bid/Ask/Trade last price indicator | Message Body |
107 | Price Indicator | (1) | Space | Price indicators are used to specify unusual pricing conventions. | Message Body |
108 - 109 | Price Fractional Indicator | (2) | ‘E ‘ | See Price Conventions section. | Message Body |
110 - 116 | Settle Price | (7) | 0000600 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
117 | Price sign | (1) | + |
| Message Body |
118 | BAT Code | (1) | T | Bid/Ask/Trade last price indicator | Message Body |
119 | Price Indicator | (1) | ‘ ‘ | Price indicators are used to specify unusual pricing conventions. | Message Body |
120 - 121 | Price Fractional Indicator | (2) | ‘E ‘ | See Price Conventions section. | Message Body |
122 - 128 | Close Price 1 | (7) | 0000647 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
129 | Price sign | (1) | + |
| Message Body |
130 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
131 | Price Indicator | (1) | N | Price indicators are used to specify unusual pricing conventions. | Message Body |
132 - 133 | Price Fractional Indicator | (2) | ‘ ‘ | See Price Conventions section. | Message Body |
134 - 140 | Close Price 2 | (7) | ‘ ‘ | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
141 | Price sign | (1) | ‘ ‘ |
| Message Body |
142 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
143 | Price Indicator | (1) | ‘ ‘ | Price indicators are used to specify unusual pricing conventions. | Message Body |
144 | Range Indicator | (1) | C | C = Close | Message Body |
145 | Market Direction Indicator | (1) | ‘ ‘ | Market direction not indicated by Exchange | Message Body |
146 - 147 | Price Fractional Indicator | (2) | ‘E ’ | See Price Conventions section. | Message Body |
148 - 154 | Net Price | (7) | 0000047 | The delineation of the whole number portion of the price, and the decimal/fractional portion of the price, will be defined by the Price Fractional Indicator Code | Message Body |
155 | Price sign | (1) | - |
| Message Body |
156 | BAT Code | (1) | ‘ ‘ | Bid/Ask/Trade last price indicator | Message Body |
157 | Price Indicator | (1) | - | Price indicators are used to specify unusual pricing conventions. | Message Body |
158 | Market Direction Indicator | (1) | ‘ ‘ | Market direction | Message Body |
159 – 165 | Cumulative Volume | (7) | 0000020 | Cumulative volume of contract | Message Body |
166 | Volume Indicator | (1) | E |
| Message Body |
167 | Day Indicator | (1) | J | Day the volume occurred | Message Body |
168 | ETX Character | (1) | Binary representation of the number 3 | Control Character | Message Body |
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.