Category Codes

A

Bid/Ask/LAST

Report futures price changes (Lasts) during RTH.

C

Control Messages

System Status notification. Type Codes: A, B, C,D, E, I, J, K, N, O, S, T and X

E

Exceptional Quote

Exceptional Indicators: B & P

e

Block Spread

A specialized type of Open Outcry spread

F

Market Condition

Market Condition: A, B, E, F, P, and Q

H

High/Low/LAST

Transmitted only when an adjustment affect H/L& at end of each session.

I

Volume & Open

Interest

Prior day actual Vol & OI sent early A.M. (includes both session info).

J

Summary

Sent at the end of each session to help vendors verify accuracy of data.

N

Bid/Ask/LAST

Used during RTH for some futures and all options.

Q

Settlement & Limits

When reporting limits, the Session ID will be filled & the settlement blank.

t

LAST & Volume of

trade

Report futures and options price changes (LASTS) & volume during ETH.

U

Special Range

Range Indicators: C(RTH), I (ETH), O (both), P (RTH), R (RTH), & S (ETH)

V

Cumulative Volume

Estimated volume sent at the end of the sessions.

X

Text

General text, Flex Options, Lead month information.

Y

Cash Prices

Indices and spot prices are reported in this message. An X or Y used for month code.

Z

Contract Specs

Only certain type codes.

Space

Not specified

B

Buy

S

Sell

A

Asset Allocation

B

Wholesale (Block) Trading

C

OPTN (OTC-PNT)

E

Exchange for Physical

F

Average price for five minute session

G

Against Actual

H

Match/Cross Trade

O

Average price for one minute session

P

Exchange for Physical

R

Exchange for Risk

S

Basis

U

Exchange for Option

W

Exchange for Swaps

A

Halt Trading

B

Resume Trading

E

End Fast Market

F

Start Fast Market

L

Start Late Market (Time may not be exact)

M

End Late Market

P

Start Post Suspension/Close/Settle Session

Q

End Post Suspension/Close/Settle Session

Space

Volume / Open interest Field Not Updated

A

Actual

E

Estimated

D

End Request for Quote

R

Start Request for Quote

B

Indicative Bid/Ask with Delta

C

Close

D

Day Open

I

Indicative Open

O

Open

P

Post Close / Suspension

R

Resumption of Trading

S

Suspension of Trading