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Regulations
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Re: fix value for OSI Series Key
Greg Malatestinic / Jordan & Jordan <>
23 Jun 2009 1:54PM ET And of course MaturityDay(205) will also be required to identify the option. Provided you are using FIX 4.2.
If you are using 4.4 then you would append the maturity day to MaturityMonthYear giving it the format "YYYYMMDD" and not populate tag 205.
-Greg
> There will not be an enumerated value for the OSI option symbol for use
> in tag 22. As of OSI (Feb 12) all options should be identified by the 4
> tags: Symbol(55), MaturityMonthYear(200), PutOrCall(201) and
> StrikePrice(202). Please note that Symbol(55) should contain the root
> option symbol which may be different than the underlying symbol. Tags 22
> and 48 are optional and will most likeley be ignored by your
> counterparty. If you must use tags 22 and 48 for some reason, I would
> set tag 22='8' to indicate exchange symbol and tag 48=the underlying
> equity symbol. But as always, you should check with your counterparties.
>
> -Greg
Re: fix value for OSI Series Key
Greg Malatestinic / Jordan & Jordan 23 Jun 2009 1:54PM ET
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