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 |