Type Codes
ITC Type Codes | |||
---|---|---|---|
Message Type | ITC Category Code | ITC Type Code | Comments |
Normal message | Any | Blank | Most ITC messages have a blank Type Code |
ITC Adjustment Messages | |||
Delete | A | D | Quote delete |
Delete | E | D | PNT delete |
Delete | N | D | Quote delete |
Delete | t | D | Spread delete |
Insert | A | I | Quote insert |
Insert | E | I | PNT insert |
Insert | N | I | Quote insert |
ITC Control Messages | |||
Control Message | C | A | Start of simulated data |
Control Message | C | B | End of simulated data |
Control Message | C | C | Start of communications testing |
Control Message | C | D | Start of official transmissions |
Control Message | C | I | End of official transmissions |
Control Message | C | K | Set sequence number |
Control Message | C | J | End of communications testing |
Control Message | C | N | Character test |
Control Message | C | O | Character test |
Control Message | C | S | Simulated data warning |
Control Message | C | T | Line integrity |
Control Message | C | X | Close/open the log file |
Actual Settle | Q | A | Unrounded settle price, usually sent along with the rounded settle |
Final Settle | Q | F | Final settle price sent on the expiration date or the day after expiration |
Lead Month | X | K | Current first month/year for a contract |
FLEX | X | Z | Open Outcry messages for FLEX options |
Contract Specification | Z | L | Specification messages for spreads |
Contract Specification | Z | O | Specification messages for options |
Contract Specification | Z | S | Specification messages for futures or options |
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