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LengthFromToDatatypeFormatDescription and Comments
212ANX(2)Record ID - "81"
335ANX(3)Exchange Acronym
12617ANX(12)Commodity (Product) Code
121829ANX(12)Underlying Commodity (Product) Code
53034ANX(5)Product Type Code
13535ANXOption Right Code - for an option only: P for Put or C for Call
63641N9(6)Futures Contract Month as CCYYMM
24243ANX(2)Futures Contract Day or Week Code
14444--Filler
64550N9(6)Option Contract Month as CCYYMM
25152ANX(2)Option Contract Day or Week Code
15353--Filler
145467N9(14)Option Strike Price
16868N9Strike Decimal Locator
16969N9Array Value Decimal Locator
87077N9(8)Array Value 1: Futures No Change / Volatility Up1
17878ANXSign for Array Value 1 ("+" or "-")
87986N9(8)Array Value 2: Futures No Change / Volatility Down
18787ANXSign for Array Value 2 ("+" or "-")
88895N9(8)Array Value 3: Futures Up 1/3 / Volatility Up
19696ANXSign for Array Value 3 ("+" or "-")
897104N9(8)Array Value 4: Futures Up 1/3 / Volatility Down
1105105ANXSign for Array Value 4 ("+" or "-")
8106113N9(8)Array Value 5: Futures Down 1/3 / Volatility Up
1114114ANXSign for Array Value 5 ("+" or "-")
8115122N9(8)Array Value 6: Futures Down 1/3 / Volatility Down
1123123ANXSign for Array Value 6 ("+" or "-")
8124131N9(8)Array Value 7: Futures Up 2/3 / Volatility Up
1132132ANXSign for Array Value 7 ("+" or "-")

 


Type "82" record - Second Physical record - Paris Expanded Format

LengthFromToDatatypeFormatDescription and Comments
212ANX(2)Record ID - "82"
335ANX(3)Exchange Acronym
12617ANX(12)Commodity (Product) Code
121829ANX(12)Underlying Commodity (Product) Code
53034ANX(5)Product Type Code
13535ANXOption Right Code - for an option only: P for Put or C for Call
63641N9(6)Futures Contract Month as CCYYMM
24243ANX(2)Futures Contract Day or Week Code
14444--Filler
64550N9(6)Option Contract Month as CCYYMM
25152ANX(2)Option Contract Day or Week Code
15353--Filler
145467N9(14)Option Strike Price
16868N9Strike Decimal Locator
16969N9Array Value Decimal Locator
87077N9(8)Array Value 8: Futures Up 2/3 / Volatility Down
17878ANXSign for Array Value 8 ("+" or "-")
87986N9(8)Array Value 9: Futures Down 2/3 / Volatility Up
18787ANXSign for Array Value 9 ("+" or "-")
88895N9(8)Array Value 10: Futures Down 2/3 / Volatility Down
19696ANXSign for Array Value 10 ("+" or "-")
897104N9(8)Array Value 11: Futures Up 3/3 / Volatility Up
1105105ANXSign for Array Value 11 ("+" or "-")
8106113N9(8)Array Value 12: Futures Up 3/3 / Volatility Down
1114114ANXSign for Array Value 12 ("+" or "-")
8115122N9(8)Array Value 13: Futures Down 3/3 / Volatility Up
1123123ANXSign for Array Value 13 ("+" or "-")
8124131N9(8)Array Value 14: Futures Down 3/3 / Volatility Down
1132132ANXSign for Array Value 14 ("+" or "-")

 


Type "83" record - Third Physical record - Paris Expanded Format

LengthFromToDatatypeFormatDescription and Comments
212ANX(2)Record ID - "83"
335ANX(3)Exchange Acronym
12617ANX(12)Commodity (Product) Code
121829ANX(12)Underlying Commodity (Product) Code
53034ANX(5)Product Type Code
13535ANXOption Right Code - for an option only: P for Put or C for Call
63641N9(6)Futures Contract Month as CCYYMM
24243ANX(2)Futures Contract Day or Week Code
14444--Filler
64550N9(6)Option Contract Month as CCYYMM
25152ANX(2)Option Contract Day or Week Code
15353--Filler
145467N9(14)Option Strike Price
16868N9Strike Decimal Locator
16969N9Array Value Decimal Locator
87077N9(8)Array Value 15: Futures Up Extreme - Cover Fraction
17878ANXSign for Array Value 15 ("+" or "-")
87986N9(8)Array Value 16: Futures Down Extreme - Cover Fraction
18787ANXSign for Array Value 16 ("+" or "-")
58892N9(5)Composite Delta
19393ANXSign for Composite Delta ("+" or "-")
19494N9Composite Delta Decimal Locator
895102N9(8)Implied Volatility as decimal fraction
1103103N9Implied Volatility Decimal Locator
14104117N9(14)Settlement Price
1118118ANXSign for Settlement Price (blank, "+" or "-")
1119119N9Settlement Price Decimal Locator
11120130N9(11)Contract Value Factor (Multiplier)
1131131N9Contract Value Factor Decimal Locator
1132132--Filler

 


Notes:

  1. By convention, a positive risk array value represents a loss for a single long position, and a negative risk array value represents a gain for a single long position. "Long" in this context means long the instrument, not the market; a long put is a long position.
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