[This message was posted by Naresh Kumar of TCS <[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/c9444d4e - PLEASE DO NOT REPLY BY MAIL.]
thnx Greg , yes we are concerned about the fractional strike prices due to stock splits , so in that case would there be any impact Regards, Naresh > 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 -~----------~----~----~----~------~----~------~--~---
