Table of Contents

Change to Underlying Option Symbol

In the event of a modification to an underlying option symbol, NxCore first sends a SymbolChange Add message with pnxOptionHdr value of "@". The date and strike values will be "0" since "@" essentially means "all symbols under this option root". Rather than modifying the underlying for each options contract individually, only the underlying attached to the root which maps to each contract is being changed. Then, NxCore sends a Category 2 OptionSeries message with a date and strike of "@" to complete the modification.