API Documentation

Category Description

Futures Spread Information

Category Identification

pNxCoreMessage->coreData.Category.pnxStringCategory->Atom 88
pNxCoreMessage->coreData.Category.pnxStringCategory->String SpreadSecurityInformation

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 SubType NxCFT_STRINGZ pnxFields[0].data.StringZ Indicates spread or combo type
1 PriceRatio NxCFT_PRICE pnxFields[1].data.nxPrice Used for price calculation in spread and leg pricing for Implied Intercommodity Ratio Spreads
2 ExpireDate NxCFT_DATE pnxFields[2].data.nxDate Spread Expiration Date
3 ProductType NxCFT_32BIT pnxFields[3].data.i32Bit 0 for Daily, 1 for Weekly or 2 for Monthly product
4 UnderlyingProduct NxCFT_STRING_IDX pnxFields[4].data.stringTableItem Indicates the product complex. From table NxST_UNDERLYINGPRODUCTCODE
5 Currency NxCFT_STRINGZ pnxFields[5].data.StringZ Currency used for price
6 UnitOfMeasure NxCFT_STRINGZ pnxFields[6].data.StringZ Unit of measure for the product's original contract size
7 TickRule NxCFT_32BIT pnxFields[7].data.i32Bit Provided for instruments with variable tick in addition to Tick Size. See: MDP 3.0 Variable Tick Table
8 ActivationDate NxCFT_DATE pnxFields[8].data.nxDate Activation Date for product
9 NumLegs NxCFT_32BIT pnxFields[9].data.i32Bit Number of legs
10 LegSecurityID NxCFT_STRINGZ pnxFields[10].data.StringZ "|" separated list of unique security ID for the leg
11 LegSecuritySymbol NxCFT_STRINGZ pnxFields[11].data.StringZ "|" separated list of unique security symbols for the leg
12 LegSide NxCFT_STRINGZ pnxFields[12].data.StringZ "|" separated list of side ("Buy" or "Sell")
13 LegRatioQty NxCFT_STRINGZ pnxFields[13].data.StringZ "|" separated list of ration quantity relative to the entire multileg instrument
14 LegPrice NxCFT_STRINGZ pnxFields[14].data.StringZ "|" separated list of leg price
15 LegDelta NxCFT_STRINGZ pnxFields[15].data.StringZ "|" separated list of leg delta