Constituent Symbol Mapping Message Fields (C1 Only)
The Constituent Symbol Mapping message is only available on the C1 Exchange. This message is used to communicate which options series (if any) are Constituent Series in a Volatility Settlement Special Opening Quote ( SOQ). The message is identical to the Symbol Mapping message with the addition of the SOQ Identifier field, which is set to the CSMi symbol on which the final settlement SOQ value is disseminated. The Constituent Symbol Mapping message is sent as an unsequenced message with one message sent for each Constituent Series in a continuous loop as bandwidth allows.
The Constituent Symbol Mapping message has the following format:
| Field Name | Offset | Length | Type/(Value) | Description |
|---|---|---|---|---|
| Length | 0 | 1 | Binary | Length of this message including this field |
| Message Type | 1 | 1 | 0x9E | Constituent Symbol Mapping Message |
| Feed Symbol | 2 | 6 | Printable ASCII | Symbol right padded with spaces |
| OSI Symbol | 8 | 21 | Printable ASCII | OSI Symbol |
| Symbol Condition | 29 | 1 | Alphanumeric |
|
| Underlying | 30 | 8 | Alphanumeric | Symbol of underlying right padded with spaces |
| SOQ Identifier | 38 | 20 | Printable ASCII | Dissemination symbol of the final SOQ right padded with spaces. |
| Total Length = 58 bytes | ||||