OOF Symbol Mapping Message Fields
An OOF Symbol Mapping message is used to map the 6 character multicast feed symbol field and options on futures name to the option contract and future underlying. The option contract is comprised of the strike price, put/call flag, options expiration date, and future underlying. The future underlying is comprised of the futures product and futures expiration date, which map to a futures symbol.
This message can be sent either as a sequenced message or as an unsequenced message. It is sent as a sequenced message at system startup upon the beginning of a trading session or if an instrument is created or modified during a trading day. A new sequenced message may also be sent for a symbol that does not visibly change any attribute. A continuous loop of unsequenced symbol mapping messages (sequence = 0) is sent throughout the day at variable rates as bandwidth allows. The Time Offset field should be ignored on unsequenced messages.
OOF Symbol Mapping messages are included in a spin response and will be disseminated before Complex Instrument Definition Expanded messages.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0xF9 | OOF Symbol Mapping message. |
| Time Offset | 2 | 4 | Binary | Nanosecond offset from last unit timestamp. |
| Feed Symbol | 6 | 6 | Printable ASCII | Option symbol. Six character, base 62. |
| Futures Product | 12 | 8 | Printable ASCII | Underlying futures contract product name. |
| Futures Expiration | 20 | 4 | Binary Date | Underlying futures contract expiration date. |
| Futures Symbol | 24 | 6 | Printable ASCII | Underlying Cboe-formatted futures contract symbol. Six character, base 62. |
| Strike Price | 30 | 8 | Binary Price | Option contract strike price. |
| Call Put Indicator | 38 | 1 | Alphanumeric |
|
| Options Expiration | 39 | 4 | Binary Date | Options contract expiration date. |
| Options on Futures Name | 43 | 16 | Alphanumeric | Textual symbol description comprising options product symbol, underlying futures expiration, put/call and the option strike price with two digits to the right of the decimal point. For example "UX1A/X4 C2000" represents the 20.00 strike Call option on the UX1A product with underlying futures expiration X4". |
| Symbol Condition | 59 | 1 | Alphanumeric |
|
| Total Length = 60 bytes | ||||