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Type "Z" Record

LengthFromToDatatypeFormatDescription and Comments
212ANX(2)Record ID - "Z "
335ANX(3)Exchange Acronym
10615ANX(10)Combination Product (Commodity) Code
51620ANX(5)Combination Type - STRIP for strips such as Eurodollar packs and bundles, CAL for futures calendar spreads, and I/C for futures intercommodity spreads
62126N9(6)Combination Contract Month - YYYYMM
22728ANX(2)Combination Contract Day - typically blank
33638N9(3)Leg Number
13939AXLeg Relationship - A or B
34042N9(3)Leg Ratio
104352ANX(10)Leg Product (Commodity) Code
35355ANX(3)Leg Product Type
65661N9(6)Leg Contract Month - YYYYMM
26263ANX(2)Leg Contract Day - typically blank
46467N9(4)Leg Ratio -- Fractional Part.  Blank or any non-numeric value means zero.
16868ANX(1)Leg Price Available Flag -- Y means that leg price data is provided for creating transactions in this leg when an option on this combination is exercised or assigned.  N or any other value means that it is not provided.
26970ANX(2)Leg Price Usage Flag -- specifies how the value provided is used.  L means that the value provided is the leg price to use.  S+ means that you take the value provided and add the option strike to it to obtain the leg price to use.  S- means that you take the value provided and subtract the option strike from it to obtain the leg price to use.
77177N9(7)Leg Price -- the specified price value, typically provided as zeros if the Leg Price Available Flag is not Y.
17878ANX(1)Leg Price Sign -- sign for the specified price value.  - means negative, + or any other value means positive.