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Additional Groups are available:

  • Price ID
  • Spread Occurrences -  Each occurrence of a spread leg contains the information in this group.
  • Other
NameLengthValid ValuesDescriptionGroup

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

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