Additional Field Groups

Price Fractional Indicator

(2)

See Price Conventions section.

Price ID

Price

(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 (e.g., a price of 123 4/8th cents will be displayed as 0001234).

Price ID

Price Sign

(1)

• ‘+ ‘ =  positive  number (or Zero)

• ‘-‘ =  negative number

This is a one character code which represents a positive or negative number.

Norte - A blank will be used when the Price itself is blank.

Price ID

BAT Code

(1)

• B = Bid

• A = Ask

• T= Trade

• Space = Other types of prices (e.g., Settlements, Index Levels, etc).

Associated with any price field will be a BAT code to designate the price as a Bid, Ask, or Trade.

Price ID

Price Indicator

(1)

• Space = Normal

• B = Blank out the associated price

• C = Cabinet        

• D = Differential

• M = Match/Cross Trade

• N = Nominal / Notional

• R = Indicative

• V = Nominal Cabinet                     

• W = Intraday Settle                                                     

• X = Phone Trade                                                     

• Z = S.O.Q. (Special Opening Quote)

A field used to specify unusual pricing conventions

Price ID

Product Classification  Code

(1)

• F = Futures Contract

• O = Options Contract

Product type

Spread Occurrences

Product Classification

*Field  length  is dependent on Product Classification  Code

PCC = F - Length = 12

PCC = O - Length = 32

PCC = I - Length = 36

Spread Occurrences

Buy/Sell Indicator

(1)

Always a space

Spread Occurrences

Price ID

(12)

See Price ID section.

Spread Occurrences

Size/Volume

(5)

Traded Volume

Spread Occurrences

Volume Traded

(5)

Volume of contracts traded

Other

Volume Traded 7

(7)

Volume of contracts traded

Other

Bid/Ask Size

(5)

Number of contracts bid or asked

Other

Bid/Ask Size 7

(7)

Number of contracts bid or asked

Other

Cumulative Volume

(7)

Cumulative volume of contracts traded, or contracts cleared

Other

Open Interest

(7)

Open Interest

Other

As-of Sequence Number

(7)

As-of Sequence Number

Other

Indicator

(1)

Buy/Sell/Volume Indicator  

Exceptional Indicator      

Market Condition Indicator  

Market Direction Indicator

Volume Indicator      

Open Interest Indicator 

Day Indicator              

Special Range Indicator  

Request Indicator

Other

Market Depth Total

(1)

Bid Price Total/ Ask Price Total

Other

Test

(80)

Free  text

Other

ETX

(1)

ETX control character binary representation

Other