API Documentation

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
     if (pField->Set)
         printf("Strike Price: %0.4f \n",
     if (pField->Set)
         printf("Expiration Date: %02d/%02d/%d \n",
     if (pField->Set)
         printf("Security ID: %d\n",