Message Header 11 Refer to paragraph “2.2” 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 Action “Corporate Marker” Number of contracts being cancelled Volume 8 N Refer to Field Description “Indicator Code” Price at which the transaction took place. Trade Price 8 X Refer to Field Description Indicator “Fraction Code” Time of the option trade Stamp Time 6 N HHMMSS Outstanding number of contracts in the series as of the previous day. Open Interest 7 N Refer to Field Description “Indicator Code” Identifies the type of transaction. Price Indicator 1 X Marker Refer to Field Description Indicator “Price Marker”
Message Header 11 Refer to paragraph “2.2” 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 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” Volume 8 N Number of contracts being cancelled Refer to Field Description “Indicator Code” Trade Price 8 X Price at which the transaction took place. Refer to Field Description “Fraction Indicator Code” Stamp Time 6 N Time of the option trade HHMMSS Open Interest 7 N Outstanding number of contracts in the series as of the previous day. Refer to Field Description “Indicator Code” Price Indicator Marker 1 X Identifies the type of transaction. Refer to Field Description “Price Indicator Marker”