Expiry Year 2 N Last two digits of the expiry year of the future Expiry Month 1 A Expiry month of the future Expiry Day 2 N Expiry day of the future Corporate Action 1 A Refer to Field Description Action “Corporate Marker” Total number of contracts traded Volume 8 X Refer to Field Description “Indicator code” Price at which the transaction took place. Trade Price 8 X Refer to Field Description Indicator “Fraction Code” Net Change Sign 1 A Sign +/- for net change field (sign) Net change = last trade price - previous settlement price. Net Change 8 X Refer to Field Description Indicator “Fraction Code” Time of transaction Stamp Time 6 N HHMMSS Identifies the type of transaction Price Indicator Marker 1 A Refer to Field Description Indicator “Price Marker” Message Type CS - Strategy Trade Field Name L= 75 T Definition / Validation Rules Message Header 11 Refer to paragraph “2.2” Exchange on which the trade occurred. Exchange ID 1 A Refer to Field Description “Exchange ID”
Expiry Year 2 N Last two digits of the expiry year of the future Expiry Month 1 A Expiry month of the future Expiry Day 2 N Expiry day of the future Corporate Action 1 A Refer to Field Description “Corporate Action Marker” Volume 8 X Total number of contracts traded Refer to Field Description “Indicator code” Trade Price 8 X Price at which the transaction took place. Refer to Field Description “Fraction Indicator Code” Net Change Sign 1 A Sign +/- for net change field (sign) Net Change 8 X Net change = last trade price - previous settlement price. Refer to Field Description “Fraction Indicator Code” Stamp Time 6 N Time of transaction HHMMSS Price Indicator Marker 1 A Identifies the type of transaction Refer to Field Description “Price Indicator Marker” Message Type CS - Strategy Trade Field Name L= 75 T Definition / Validation Rules Message Header 11 Refer to paragraph “2.2” Exchange ID 1 A Exchange on which the trade occurred. Refer to Field Description “Exchange ID”