[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/182155df - PLEASE DO NOT REPLY BY MAIL.]
And of course MaturityDay(205) will also be required to identify the option. Provided you are using FIX 4.2. If you are using 4.4 then you would append the maturity day to MaturityMonthYear giving it the format "YYYYMMDD" and not populate tag 205. -Greg > There will not be an enumerated value for the OSI option symbol for use > in tag 22. As of OSI (Feb 12) all options should be identified by the 4 > tags: Symbol(55), MaturityMonthYear(200), PutOrCall(201) and > StrikePrice(202). Please note that Symbol(55) should contain the root > option symbol which may be different than the underlying symbol. Tags 22 > and 48 are optional and will most likeley be ignored by your > counterparty. If you must use tags 22 and 48 for some reason, I would > set tag 22='8' to indicate exchange symbol and tag 48=the underlying > equity symbol. But as always, you should check with your counterparties. > > -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 -~----------~----~----~----~------~----~------~--~---
