Symbology on FIX and Order By Order Drop Execution Reports

Execution Report messages sent on FIX and Order By Order Drop ports will always contain both Expiration and Mapped Symbology. For Expiration Symbology, Symbol (55) contains the product identifier (e.g., VX) and MaturityMonth (200) and MaturityDay (205) specify the expiration date of the associated symbol. For Mapped Symbology, SecurityID (48) will contain the 6 character mapped symbol representation. It should be noted that Expiration Symbology is insufficient to uniquely identify the traded instrument in the case of Spread instrument executions.