[This message was posted by Kate Wang of Thomson Reuters <[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/09ec661b - PLEASE DO NOT REPLY BY MAIL.]
Hi, What you have interpreted is correct. There is no fixed length for underlying symbol though. For example, Jun 130 BT option will be BT130F0.L. June 420 Tesco option will be TSCO420F0.L. Underlying RIC code is in FID1026, if you have access to a TR IDN data. Regards, Kate > 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.
