FLEX Instrument Definition
A FLEX Instrument Definition message represents an instrument that is available to place orders. It is sent as a sequenced message.
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field. |
| Message Type | 1 | 1 | 0x9C | Flex Instrument Definition Message |
| Time Offset | 2 | 4 | Time Offset | Nanosecond offset from last unit timestamp. |
| Feed Symbol | 6 | 6 | Printable ASCII | Symbol right padded with spaces. |
| OSI Root | 12 | 6 | Printable ASCII | OSI Root right padded with spaces. |
| Year | 18 | 2 | Alphanumeric | Two digit year |
| Month | 20 | 2 | Alphanumeric | Two digit month |
| Day | 22 | 2 | Alphanumeric | Two digit day |
| Call Put Indicator | 24 | 1 | Alphanumeric |
|
| Dollar Strike | 25 | 5 | Alphanumeric | Dollar strike (if not percentage) left padded with zero. If percentage, field is space padded. |
| Decimal Strike | 30 | 3 | Alphanumeric | Decimal strike (if not percentage) left padded with zero. If percentage, field is space padded. |
| Symbol Condition | 33 | 1 | Alphanumeric |
|
| Underlying | 34 | 8 | Printable ASCII | Instrument Underlying right padded with spaces. |
| Exercise Style | 42 | 1 | Alphanumeric |
|
| Settlement Type | 43 | 1 | Alphanumeric |
|
| Percentage | 44 | 4 | Binary | Percentage when strike and price is percentage based (implied 4 decimal places). Otherwise zero. |
| Observation Day | 48 | 2 | Alphanumeric | Two digit observation day of month. Valid only for Asian and Cliquet options, otherwise spade padded. |
| Return Cap Percentage | 50 | 4 | Binary | Return cap percentage (implied 2 decimal places). Valid only for Cliquet, otherwise zero. |
| Creation Day | 54 | 2 | Alphanumeric | Two digit creation day of the month. Valid only for Cliquet, otherwise space padded. |
| Bit Fields | 56 | 1 | Bit Field |
|
| Total Length=57 bytes | ||||