Message Header 11 Refer to paragraph “2.2” Exchange on which the RFQ occurred. Exchange ID 1 A Refer to Field Description “Exchange ID” Symbol Root 6 A Option base symbol Expiry Year 2 N Last two digits of the expiry year of the option Expiry Month 1 A Expiry month of the option Expiry Day 2 N Expiry day of the option Call/Put Code 1 A Refer to Field Description “Call/Put Code” Strike price of the option in full. Strike Price 8 X Refer to Field Description Indicator “Fraction Code” Corporate Action 1 A Refer to Field Description “Corporate Action Marker” Number of contracts for which the price is requested Size of the RFQ 8 X Refer to Field Description “Indicator Code” Message Type DF - Futures Request for Quote (RFQ) Field Name L= 32 T Definition / Validation Rules Message Header 11 Refer to paragraph “2.2” Exchange on which the RFQ occurred. Exchange ID 1 A Refer to Field Description “Exchange ID” Symbol Root 6 A Symbol for the Future series
Message Header 11 Refer to paragraph “2.2” Exchange ID 1 A Exchange on which the RFQ occurred. Refer to Field Description “Exchange ID” Symbol Root 6 A Option base symbol Expiry Year 2 N Last two digits of the expiry year of the option Expiry Month 1 A Expiry month of the option Expiry Day 2 N Expiry day of the option Call/Put Code 1 A Refer to Field Description “Call/Put Code” Strike Price 8 X Strike price of the option in full. Refer to Field Description “Fraction Indicator Code” Corporate Action 1 A Refer to Field Description “Corporate Action Marker” Size of the RFQ 8 X Number of contracts for which the price is requested Refer to Field Description “Indicator Code” Message Type DF - Futures Request for Quote (RFQ) Field Name L= 32 T Definition / Validation Rules Message Header 11 Refer to paragraph “2.2” Exchange ID 1 A Exchange on which the RFQ occurred. Refer to Field Description “Exchange ID” Symbol Root 6 A Symbol for the Future series