Market Depth Messages Message Type H - Option Market Depth L= 66 up to Field Name T Definition / Validation Rules 190 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” Instrument Status Indicates Instrument Status Marker 1 A Marker Refer to Field Description Status “Market Markers” Number of level for the trading instrument Number of Level 1 N 1 to 5
Market Depth Messages Message Type H - Option Market Depth Field Name L= 66 up to 190 T Definition / Validation Rules 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” Instrument Status Marker 1 A Indicates Instrument Status Marker Refer to Field Description “Market Status Markers” Number of Level 1 N Number of level for the trading instrument 1 to 5