Type "Z" Record
| Length | From | To | Datatype | Format | Description and Comments |
|---|---|---|---|---|---|
| 2 | 1 | 2 | AN | X(2) | Record ID - "Z " |
| 3 | 3 | 5 | AN | X(3) | Exchange Acronym |
| 10 | 6 | 15 | AN | X(10) | Combination Product (Commodity) Code |
| 5 | 16 | 20 | AN | X(5) | Combination Type - STRIP for strips such as Eurodollar packs and bundles, CAL for futures calendar spreads, and I/C for futures intercommodity spreads |
| 6 | 21 | 26 | N | 9(6) | Combination Contract Month - YYYYMM |
| 2 | 27 | 28 | AN | X(2) | Combination Contract Day - typically blank |
| 7 | 29 | 35 | - | - | Filler |
| 3 | 36 | 38 | N | 9(3) | Leg Number |
| 1 | 39 | 39 | A | X | Leg Relationship - A or B |
| 3 | 40 | 42 | N | 9(3) | Leg Ratio |
| 10 | 43 | 52 | AN | X(10) | Leg Product (Commodity) Code |
| 3 | 53 | 55 | AN | X(3) | Leg Product Type |
| 6 | 56 | 61 | N | 9(6) | Leg Contract Month - YYYYMM |
| 2 | 62 | 63 | AN | X(2) | Leg Contract Day - typically blank |
| 4 | 64 | 67 | N | 9(4) | Leg Ratio -- Fractional Part. Blank or any non-numeric value means zero. |
| 1 | 68 | 68 | AN | X(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. |
| 2 | 69 | 70 | AN | X(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. |
| 7 | 71 | 77 | N | 9(7) | Leg Price -- the specified price value, typically provided as zeros if the Leg Price Available Flag is not Y. |
| 1 | 78 | 78 | AN | X(1) | Leg Price Sign -- sign for the specified price value. - means negative, + or any other value means positive. |
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