API Documentation

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
     if (pField->Set)
         printf("Expiration Date: %02d/%02d/%d \n",
     if (pField->Set)
         printf("Last Delivery Date: %02d/%02d/%d \n",
     if (pField->Set)
         printf("Security ID: %d\n",