[This message was posted by Michael Meehan of Citigroup <[email protected]> to the "Derivatives" discussion forum at http://fixprotocol.org/discuss/15. You can reply to it on-line at http://fixprotocol.org/discuss/read/feb005a8 - PLEASE DO NOT REPLY BY MAIL.]
Can someone provide guidance or let me know where I can find info on how to interpret a RIC symbol for an option order. We are receiving the following 22 (IDSource) 5 48 (SecurityID) VOD120L9.L 461 (CFICode) OCEFCS 202 (Strike Price) 1.2 541 (MaturityDate) 20091218 Specifically I need to know how to extract the underlying product from the SecurityID. I'm guessing that the last 2 chars (L9) are the Maturity Month and Year, chars 4 to 6 (120) represent the Strike Price and char 1 to 3 (VOD) represent the underlying symbol. Are each of these fields a fixed size? [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 -~----------~----~----~----~------~----~------~--~---
