| | | |
|---|
0 | 1 | | SYMEX indicator |
1 | 4 | substring(TCC ALIAS, 0,2) + "16" for SYMEX substring(OCC ALIAS,0,4 ) or " ", otherwise
| Commodity Code |
2 | 7 | 9999999 If the contract is an option and its Ext Qual Code is CAB ******* if the high price is null high price without sign and scaled so that it is represented by an 7-digit integer
| High Price |
3 | 1 | if High Price exists, it can be either A fot ASK or B for BID. Otherwise, it is ' ' | High Ask/Bid |
4 | 7 | 9999999 If the contract is an option and its Ext Qual Code is CAB ******* if the low price is null low price without sign and scaled so that it is represented by an 7-digit integer
| Low Price |
5 | 1 | if Low Price exists, it can be either A for ASK or B for BID. Otherwise, it is ' ' | Low Ask/Bid |
6 | 1 | just ' ' | Filler |
7 | 7 | if the contract is an option and its prices is CAB, it will be 9999999 If the contract doesn't have a valid settle price, it will be ******* Otherwise, it will be the settle price scaled in a way it is represented by an integer value and without sign. If the integer value can be represented with few that 7 digits it will be padded with '0' for OTCC and SYMEX. Otherwise, it will be padded with ' '. In case the amount of digits is greater than 7, '0000000' will be written
| Settle Price |
8 | 1 | Just ' ' | Filler |
9 | 1 | | Special Settle |
10 | 1 | Y, if it is FLEX N, Otherwise
| Flex |
11 | 8 | Period Code, or '00000000' if period code doesn't exist | Period Code |
12 | 1 | If flex and Option A, if Exercise Ind = 'AMER' E, if Exercise Ind = 'EURO'
' ', Otherwise
| Exercise Method |
13 | 4 | ' ', If delta price is NaN or product Type in [FWD,FUT,IRS,COMBO] delta price * 1000 rounded to closest integer and padded with '0'
| Delta |
14 | 4 | ' ' | Filler |
15 | 1 | Option Right Code | Option Right Code |
16 | 7 | ' ', For Product Type in [FWD,FUT,IRS,COMBO] Strike Price without decimal point
| Strike Price |
17 | 4 | ' ' | Filler |
18 | 1 | ' ' , if FLEX [1,2,3,4,5,6,7,8,9] or 0 for 10, - for 11 and & for 12
| Contract Month |
19 | 1 | | Contract Year |
20 | 1 | ' ', if Active *, Otherwise
| Active Indicator |
21 | 1 | | High Price CAB |
22 | 1 | | Low Price CAB |
23 | 1 | | Settle Price CAB |
24 | 1 | ' ' | Filler |
25 | <= 4 | ' ', if Product Type in [FWD,FUT,IRS,COMBO] Weekly Code From Weekly Contract
| Underlying Contract Period |
26 | 4 | ' ', if Product Type in [FWD,FUT,IRS,COMBO] or underlying commodity code is null Underlying commodity code padded with ' '
| Underlying Commodity Code |
27 | 4 | | QES Code |
28 | 10 | TCC Code if NOT SYMEX | TCC Code |
29 | 10 | Underlying Commodity Code if NOT SYMEX | Underlying Commodity Code |
30 | 1 | high price sign, if not SYMEX nor OCC | High price Sign |
31 | 1 | low price sign, if not SYMEX nor OCC | Low price Sign |
32 | 1 | Settlement price sign, if nor SYMEX nor OCC | Settlement price Sign |
33 | 1 | | Strike Price Sign |
34 | 8 | if not SYMEX nor OCC ' 'Â if Product Type in [FWD,FUT,IRS,COMBO] Underlying Commodity Code padded with ' '
| Underlying Commodity Code |
35 | 14 | if not SYMEX nor OCC, Settle Price Padded with ' ' | Settle Price |
36 | 1 | |
|