Complex FLEX Instrument Definition
A Complex FLEX Instrument Definition message represents a complex instrument that is available to place orders. It is sent as a sequenced message.
The Complex FLEX Instrument Definition message will contain two or more repeating groups of leg definitions. There is a limit of 100 leg definitions. Equity legs are allowed on FLEX orders. The limit is 99 option leg definitions and one equity leg. For complex instruments that contain over 17 legs, the complex instrument will be split across multiple messages as indicated by the Message Count.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0x9B | Complex FLEX Instrument Definition Message |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp. |
| Complex Instrument ID | 6 | 6 | Printable ASCII | Complex Instrument ID right padded with spaces. |
| Underlying | 12 | 8 | Printable ASCII | Complex Instrument Underlying right padded with spaces. |
| Complex Instrument Type | 20 | 4 | Alphanumeric |
|
| Leg Count | 24 | 1 | Binary | The number of legs in the complex instrument. The maximum number of legs is 100. |
| Message Count | 25 | 1 | Binary | Number of messages required to define the complex instrument. |
| Message Number | 26 | 1 | Binary | Message number of the message count, e.g. 1 of 5. |
| Message Leg Count | 27 | 1 | Binary | The number of legs in this message. |
| The following fields repeat Message Leg Count times. The Leg Index is from 0 to Message Leg Count - 1. | ||||
| Leg Symbol | 28 + 13 * Leg Index | 8 | Printable ASCII | FLEX Symbol, right padded with spaces. |
| Leg Ratio | 36 + 13 * Leg Index | 4 | Signed Binary | Leg ratio (positive for buy-side, negative for sell-side). |
| Leg Security Type | 40 + 13 * Leg Index | 1 | Alphanumeric |
|
| Total Length = 28 + (13 * Leg Count) bytes | ||||