[This message was posted by Greg Malatestinic of Jordan & Jordan <[email protected]> to the "US Regulations" discussion forum at http://fixprotocol.org/discuss/48. You can reply to it on-line at http://fixprotocol.org/discuss/read/df0bdac9 - PLEASE DO NOT REPLY BY MAIL.]
Hi Naresh, All data found in StrikePrice(tag 202) tag should be in decimal format, e.g. “202=8.50”. There will be no changes to this due to OSI. The tags that are of concern are MaturityMonthYear(200) and MaturityDay(205). OSI will require the following changes: For FIX 4.2, tag 200 will have the format YYYYMM and tag 205 will be required. For FIX 4.4 and higher, the day of the month of the option expiration should be appended to tag 200, making its format YYYYMMDD. Tag 205 should not be populated. Are you concerned about fractional strike prices due to stock splits? -Greg [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
