FuturesContract(80) Category

Category Description

Futures Contract Information

Category Identification

pNxCoreMessage->coreData.Category.pnxStringCategory->Atom	80
pNxCoreMessage->coreData.Category.pnxStringCategory->String	FuturesContract

Update Time and Frequency

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

Category Fields | 16

Index	FieldName	FieldType	C Code	Info
0	ExpirationDate	NxCFT_DATE	pnxFields[0].data.nxDate	Contract Expiration Date
1	LastDeliveryDate	NxCFT_DATE	pnxFields[1].data.nxDate	Last Delivery Date
2	CME SecDefID	NxCFT_32BIT	pnxFields[2].data.i32Bit	CME Security Definition Number
3	ActivationDate	NxCFT_DATE	pnxFields[3].data.nxDate	Activation Date for product (1)
4	ProductType	NxCFT_32BIT	pnxFields[4].data.i32Bit	0 for Daily, 1 for Weekly or 2 for Monthly product (1)
5	UnderlyingProduct	NxCFT_STRING_IDX	pnxFields[5].data.stringTableItem	Indicates the product complex. From table NxST_UNDERLYINGPRODUCTCODE (1)
6	Currency	NxCFT_STRINGZ	pnxFields[6].data.StringZ	Identifies currency used for price (1)
7	SettleCurrency	NxCFT_STRINGZ	pnxFields[7].data.StringZ	Identifies currency used for settlement (1)
8	UnitOfMeasure	NxCFT_STRINGZ	pnxFields[8].data.StringZ	Unit of measure for the product's original contract size (1)
9	UnitOfMeasureQty	NxCFT_STRINGZ	pnxFields[9].data.StringZ	This field contains the contract size for each instrument (1)
10	DecayQty	NxCFT_32BIT	pnxFields[10].data.i32Bit	Quantity that a contract will decay daily by once the decay start date is reached (1)
11	DecayStartDate	NxCFT_DATE	pnxFields[11].data.nxDate	Date at which a decaying contract will begin to decay (1)
12	OrigContractSize	NxCFT_32BIT	pnxFields[12].data.i32Bit	Fixed contract value assigned to each product (1)
13	ContractMultiplier	NxCFT_32BIT	pnxFields[13].data.i32Bit	Number of deliverable units per instrument (1)
14	MultiplierUnit	NxCFT_32BIT	pnxFields[14].data.i32Bit	type of multiplier being applied to the product. 1 for multiplied by hour, or 2 for multiplied by day. (1)
15	FlowSchedule	NxCFT_32BIT	pnxFields[15].data.i32Bit	Specifies whether the contract is defined according to the Easter Peak, Eastern Off-Peak, Western Peak or Western Off-Peak. 0 for NERC Eastern Off-Peak, 1 for NERC Western Off-Peak, 2 for Calendar-All Days in month, 3 for NERC Eastern Peak, and 4 for NERC Western Peak (1)

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

Code Sample from CategoryDumper project:

void onNxCoreCategory_80(const NxCoreMessage *pNxCoreMsg)
{
     NxCategoryField *pField;
 			 
     // Print the category num and the Symbol
     PrintSymbol(pNxCoreMsg);
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[0];		          
     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[1];		          
     if (pField->Set)
         printf("Last Delivery 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