[This message was posted by Jim Northey of The LaSalle Technology Group <[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/00122bbd - PLEASE DO NOT REPLY BY MAIL.]
Tayloe Draughon, GDC Co-chair had us prepare this document to assist hte industry: http://fixprotocol.org/documents/4213/FIXImplementationGuide_USOptionsSymbology_v1.pdf Regarding using 48 for the underlying security symbol - I have not seen that used widely for US listed derivatives markets. > 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 -~----------~----~----~----~------~----~------~--~---
