OptionMultipleStrikeCodes(40) Category

Category Description

Lists Option series with two or more Option Strike Codes defining the same strike price (Strike Code Collision).

Category Identification

pNxCoreMessage->coreData.Category.pnxStringCategory->Atom	40
pNxCoreMessage->coreData.Category.pnxStringCategory->String	OptionMultipleStrikeCodes

Update Time and Frequency

Approximate Time	Info
02:30 AM	Information from previous session
No Updates	No updates throughout the day

Category Fields | 20

Index	FieldName	FieldType	C Code	Info
0	StrikePrice	NxCFT_32BIT	pnxFields[0].data.i32Bit	The strike price (3 decimal places) found in multiple strike codes
1	EntryCount	NxCFT_32BIT	pnxFields[1].data.i32Bit	Number of set entries
2	ExpireMonths	NxCFT_32BIT	pnxFields[2].data.i32Bit	Multiple set bits identifying Expiration Months (bit 0=Jan, bit 1=Feb, bit 11=Dec)
3	StrikeChar	NxCFT_32BIT	pnxFields[3].data.i32Bit	Strike code matching StrikePrice
4	ExpireMonths	NxCFT_32BIT	pnxFields[4].data.i32Bit	Multiple set bits identifying Expiration Months (bit 0=Jan, bit 1=Feb, bit 11=Dec)
5	StrikeChar	NxCFT_32BIT	pnxFields[5].data.i32Bit	(Next 1) Strike code matching StrikePrice
6	ExpireMonths	NxCFT_32BIT	pnxFields[6].data.i32Bit	Multiple set bits identifying Expiration Months (bit 0=Jan, bit 1=Feb, bit 11=Dec)
7	StrikeChar	NxCFT_32BIT	pnxFields[7].data.i32Bit	(Next 2) Strike code matching StrikePrice
8	ExpireMonths	NxCFT_32BIT	pnxFields[8].data.i32Bit	Multiple set bits identifying Expiration Months (bit 0=Jan, bit 1=Feb, bit 11=Dec)
9	StrikeChar	NxCFT_32BIT	pnxFields[9].data.i32Bit	(Next 3) Strike code matching StrikePrice
10	ExpireMonths	NxCFT_32BIT	pnxFields[10].data.i32Bit	Multiple set bits identifying Expiration Months (bit 0=Jan, bit 1=Feb, bit 11=Dec)
11	StrikeChar	NxCFT_32BIT	pnxFields[11].data.i32Bit	(Next 4) Strike code matching StrikePrice
12	ExpireMonths	NxCFT_32BIT	pnxFields[12].data.i32Bit	Multiple set bits identifying Expiration Months (bit 0=Jan, bit 1=Feb, bit 11=Dec)
13	StrikeChar	NxCFT_32BIT	pnxFields[13].data.i32Bit	(Next 5) Strike code matching StrikePrice
14	ExpireMonths	NxCFT_32BIT	pnxFields[14].data.i32Bit	Multiple set bits identifying Expiration Months (bit 0=Jan, bit 1=Feb, bit 11=Dec)
15	StrikeChar	NxCFT_32BIT	pnxFields[15].data.i32Bit	(Next 6) Strike code matching StrikePrice
16	ExpireMonths	NxCFT_32BIT	pnxFields[16].data.i32Bit	Multiple set bits identifying Expiration Months (bit 0=Jan, bit 1=Feb, bit 11=Dec)
17	StrikeChar	NxCFT_32BIT	pnxFields[17].data.i32Bit	(Next 7) Strike code matching StrikePrice
18	ExpireMonths	NxCFT_32BIT	pnxFields[18].data.i32Bit	Multiple set bits identifying Expiration Months (bit 0=Jan, bit 1=Feb, bit 11=Dec)
19	StrikeChar	NxCFT_32BIT	pnxFields[19].data.i32Bit	(Next 8) Strike code matching StrikePrice

Code Sample from CategoryDumper project:

void onNxCoreCategory_40(const NxCoreMessage *pNxCoreMsg)
{
     NxCategoryField *pField;
     int Count=0;
     int i=2;
			 
     // Print the category num and the Symbol
     PrintSymbol(pNxCoreMsg);
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[0];
     if (pField->Set)			 
         printf("Strike Price: %0.3f \n",((double) pField->data.i32Bit / 1000.0));
 			 
     pField=&pNxCoreMsg->coreData.Category.pnxFields[1];
     if (pField->Set)			 
     {
         printf("Entry Count: %d \n",pField->data.i32Bit);     
         Count=pField->data.i32Bit;
     }
 			 
     // Category 40 may contain up to (Entry Count) unique data points.     
     // Each data point contain the expiration months and strike char.
     for (int n=0;n<Count;n++)
     {
         pField=&pNxCoreMsg->coreData.Category.pnxFields[i];
         if (pField->Set)			 
             printf("Expire Months: %d \n",pField->data.i32Bit);
 			 
         pField=&pNxCoreMsg->coreData.Category.pnxFields[i+1];
         if (pField->Set)			 
             printf("Strike Char: %d \n",pField->data.i32Bit);
 			 
         i+=2;
     }
}

API Documentation