FutureOptContract(86) Category

Category Description

Futures Option Contract Information

Category Identification

pNxCoreMessage->coreData.Category.pnxStringCategory->Atom	86
pNxCoreMessage->coreData.Category.pnxStringCategory->String	FutureOptContract

Update Time and Frequency

Approximate Time	Info
00:00 AM	Information from current session
Weekly	This category is upated when the symbol first appears each week. Usually pre-market Sunday

Category Fields | 18

Index	FieldName	FieldType	C Code	Info
0	StrikePrice	NxCFT_PRICE	pnxFields[0].data.nxPrice	Contract Strike Price
1	ExpireDate	NxCFT_DATE	pnxFields[1].data.nxDate	Contract Expiration Date
2	CME SecDefID	NxCFT_32BIT	pnxFields[2].data.i32Bit	CME Security Definition Number
3	UnderlyingSecurityID	NxCFT_32BIT	pnxFields[3].data.i32Bit	Underlying security ID (1)
4	UnderlyingSymbol	NxCFT_STRINGZ	pnxFields[4].data.StringZ	Underlying security symbol (1)
5	RelatedSecurityID	NxCFT_32BIT	pnxFields[5].data.i32Bit	For premium, volatility strike ISIN. For volatility, premium strike ISIN. (1)
6	RelatedSymbol	NxCFT_STRINGZ	pnxFields[6].data.StringZ	Related security symbol (1)
7	PutOrCall	NxCFT_32BIT	pnxFields[7].data.i32Bit	"0 for Put, 1 for Call (1)
8	Currency	NxCFT_STRINGZ	pnxFields[8].data.StringZ	Identifies currency used for price (1)
9	StrikeCurrency	NxCFT_STRINGZ	pnxFields[9].data.StringZ	Identifies currency used for strike price (1)
10	SettleCurrency	NxCFT_STRINGZ	pnxFields[10].data.StringZ	Identifies currency used for settle price (1)
11	MinCabPrice	NxCFT_PRICE	pnxFields[11].data.nxPrice	Defines cabinet price for outright options products (1)
12	TickRule	NxCFT_32BIT	pnxFields[12].data.i32Bit	Provided for instruments with variable tick in addition to Tick Size. See: MDP 3.0 Variable Tick Table (1)
13	ActivationDate	NxCFT_DATE	pnxFields[13].data.nxDate	Activation Date for product (1)
14	ProductType	NxCFT_32BIT	pnxFields[14].data.i32Bit	0 for Daily, 1 for Weekly or 2 for Monthly product (1)
15	UnderlyingProduct	NxCFT_STRINGZIX	pnxFields[15].data.stringTableItem	Indicates the product complex. From table NxST_UNDERLYINGPRODUCTCODE (1)
16	UnitOfMeasure	NxCFT_STRINGZ	pnxFields[16].data.StringZ	Unit of measure for the product's original contract size (1)
17	UnitOfMeasureQty	NxCFT_STRINGZ	pnxFields[1].data.StringZ	Specifies whether the contract is defined according to the Easter Peak, Eastern Off-Peak, Western Peak or Western Off-Peak (1)

(1) only available on tapes derived from the exchange feed.

Code Sample from CategoryDumper project:

void onNxCoreCategory_86(const NxCoreMessage *pNxCoreMsg)
{
     NxCategoryField *pField;
 			 
     // Print the category num and the Symbol
     PrintSymbol(pNxCoreMsg);
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[0];
     if (pField->Set)
         printf("Strike Price: %0.4f \n",
                pfNxCorePriceToDouble(pField->data.nxPrice.Price,
                                      pField->data.nxPrice.PriceType));
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[1];		          
     if (pField->Set)
         printf("Expiration Date: %02d/%02d/%d \n",
                pField->data.nxDate.Month,
                pField->data.nxDate.Day,
                pField->data.nxDate.Year);
     pField=&pNxCoreMsg->coreData.Category.pnxFields[2];		          
     if (pField->Set)
         printf("Security ID: %d\n",
                pField->data.i32Bit);
}

API Documentation