Product Classification
- Space Sync for Confluence
Products are sorted by the following Classification Codes:
F - Futures
O - Options
S - Spreads
I - Cash Instruments
A - Administrative
Position | Name | Length | Valid Values | Description | Product Classification |
|---|---|---|---|---|---|
26 | Product Classification Type | (1) |
| Represents a special type of futures contract | F - Futures |
27 - 29 | Future Commodity Code | (3) |
| ITC product code | F - Futures |
30 | Future Day Code | (1) |
| Future maturity date | F - Futures |
31 | Future Month Code | (1) |
| Future maturity month | F - Futures |
32 - 33 | Future Year Code | (2) | The last two digits of the year | Future maturity year Year code is Blank for Spot Expiration/Index Information. | F - Futures |
34 | Last Trading Date Day Code | (1) |
| Future last trading date | F - Futures |
35 | Last Trading Date Month Code | (1) |
| Future last trading month | F - Futures |
36 - 37 | Last Trading Date Year Code | (2) | The last two digits of the year | Future last trading year Year code is Blank for Spot Expiration/Index Information. | F - Futures |
26 | Product Classification Type | (1) | Space = No Further Definition included | Represents a special type of options contract. | O - Options |
27 - 29 | Option Instrument Code | (3) |
| ITC product code | O - Options |
30 | Option Day Code | (1) |
| Option maturity date | O - Options |
31 | Option Month Code | (1) |
| Option maturity month | O - Options |
32 - 33 | Option Year Code | (2) | The last two digits of the year | Option maturity year | O - Options |
34 | Put/Call Code | (1) |
| Identify put or call options | O - Options |
35 - 41 | Strike Price | (7) |
| The delineation of the whole number portion of the price(e.g. a price of 123 4/8th cents will be displayed as 0001234). | O - Options |
42 | Strike Price Sign | (1) |
| Represent positive or negative strike | O - Options |
43 | Expiration Indicator | (1) |
| Identifying the style of Expiration for the Option | O - Options |
44 - 46 | Underlying Future Commodity Code | (3) |
| Indicate the product complex | O - Options |
47 | Underlying Future Day Code | (1) |
| Underlying Future maturity date | O - Options |
48 | Underlying Future Month Code | (1) |
| Underlying Future maturity month | O - Options |
50 | Underlying Future Year Code | (2) | The last two digits of the year | Underlying Future maturity year | O - Options |
51 | Last Trading Date Day Code | (1) |
| Option last trading date | O - Options |
52 | Last Trading Date Month Code | (1) |
| Option last trading month | O - Options |
53 - 54 | Last Trading Date Year Code | (2) | The last two digits of the year | Option last trading year | O - Options |
55 -56 | Strike Price Fractional Indicator | (2) |
| All fractions are expressed as fractions or in decimals as is customary for the particular commodity. | O - Options |
57 | Strike Price Indicator | (1) |
| Identify the manner in which the Strike Prices are coded. | O - Options |
26 | Product Classification Type | (1) | Space = No Further Definition included | Represents a special type of Combination | S - Spreads |
27 - 46 | Spread Description | (20) |
| Used to define the type of spread being traded | S - Spreads |
47 - 48 | Spread Type | (2) | Represent the type of spread traded | S - Spreads | |
49 - 50 | Number of Spread Legs | (2) |
| Number of underlying legs that make up the spread | S - Spreads |
26 | Product Classification Type | (1) |
| Represents a special type of index values | I - Cash Instruments |
27 - 44 | Index Description | (18) |
| An alphanumeric field that is used to identify, in a standard industry-common format, the specific Cash Instrument being traded | I - Cash Instruments |
45 - 56 | CUSIP # | (12) |
| The base number of 6 digits (the 6th digit of which may be alpha or numeric), and a 2 character suffix (either numeric, alphabetic, or both) known as the Issue Number. The 9th character is a check digit. | I - Cash Instruments |
57 - 61 | Yield | (5) |
| A 5 digit field containing Cash Instrument yield in 99.999 format (decimal is implied). The Yield is calculated from the Dollar Price via the Securities Industry Association (SIA). | I - Cash Instruments |
26 - 71 | Control Message | (46) |
| Text messages are provided to update vendors' systems with notification of significant exchange system status changes and to test system integrity. | A - Administrative |
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