Contract specification
Fields
Name | Type | Number | Required | Valid values | Description |
|---|---|---|---|---|---|
STRING | 55 | Yes | OEC base symbol should be used in this field for single leg orders. Example: 'ES' for E-Mini SP&P 500 For spread orders, this field should specify a value from Symbol tag of Security Definition that could be obtained by Security Definition Request. Naming convention of spread symbols coincides with common OEC practice. Example: "ES FTS –Z0,+H1" for futures time spread with two legs. | ||
STRING | 12059 | No | Full electronic contract name used by OEC in user interface | ||
STRING | 12062 | No | Full pit contract name used by OEC in user interface | ||
STRING | 461 | Yes |
Supported values: Futures: FXXXXS Spreads: FMXXXN Options: OCXFXS, OPXFXS, OCXFXN, OPXFXN | ||
STRING | 762 | No | Specifies spread type. Acceptable values: Generic, PerformanceIndexBasket, NonPerformanceIndexBasket, Straddle, Strangle, FutureTimeSpread, OptionTimeSpread, PriceSpread, SyntheticUnderlying, StraddleTimeSpread, RatioSpread, RatioFutureTimeSpread, RatioOptionTimeSpread, PutCallSpread, RatioPutCallSpread, Ladder, Box, Butterfly, Condor, IronButterfly, DiagonalSpread, RatioDiagonalSpread, StraddleDiagonalSpread, ConversionReversal, CoveredOption, CurrencyFutureSpread, RateFutureSpread, IndexFutureSpread, FutureButterfly, FutureCondor, Strip, Pack, Bundle, BondDeliverableBasket, StockBasket, PriceSpreadVsOption, StraddleVsOption, BondSpread, ExchangeSpread, FuturePackSpread, FuturePackButterfly, WholeSale, CommoditySpread, JellyRoll, IronCondor, OptionsStrip, ContingentOrders, InterproductSpread, PseudoStraddle, TailorMade, FuturesGeneric, OptionsGeneric, BasisTrade, FutureTimeSpreadReducedTickSize, ButterflyCallLong, ButterflyCallShort, ButterflyPutLong, ButterflyPutShort, IronButterflyLong, IronButterflyShort, Calendar, CalendarCall, CalendarPut, DiagonalCalendarSpread, DiagonalCalendarSpreadCall, DiagonalCalendarSpreadPut, RatioSpreadCall, RatioSpreadPut, StraddleCalendarSpread, StraddleLong, StraddleShort, StrangleLong, StrangleShort, BearSpread, BearCallSpread, BearPutSpread, SyntheticUnderlyingLong, SyntheticUnderlyingShort, FutureDoubleButterfly, FutureReverseSpread, DiagonalBullSpread, DiagonalBearSpread, Synthetic, SyntheticLong, SyntheticSplit, BullVertical,BearVertical. Not all of them supported at this time. Please contact OEC Customer Service for more details. | ||
MONTHYEAR | 200 | No | Format: YYYYMM | ||
FLOAT | 228 | No | Contract size | ||
PRICE | 202 | No | The same currency and scale as quote prices of contract. See StrikeDisplayFactor(12075) | ||
EXCHANGE | 207 | No | OEC name of exchange | ||
STRING | 107 | No | Readable description | ||
FLOAT | 969 | No | Minimum price increase for a given exchange-traded instrument. Tick size. | ||
UTCTIMESTAMP | 126 | No |
Should be specified in conjunction with TimeInForce(59) = Good Till Date Format: YYYYMMDD-HH:MM:SS | ||
CURRENCY | 15 | No | OEC names of currencies | ||
STRING | 12054 | No | This field represents a group of contracts. For example, it can be Grains, Meats, Energies, Indices | ||
UTCTIMESTAMP | 341 | No |
Trading session start time. Format: 00010101-HH:MM:SS Example: 00010101-22:00:00 | ||
UTCTIMESTAMP | 344 | No |
Trading session stop time. Format: 00010101-HH:MM:SS Example: 00010101-22:00:00 | ||
UTCTIMESTAMP | 345 | No |
Day close. Format: 00010101-HH:MM:SS Example: 00010101-22:00:00 | ||
INT | 12055 | No | 0 - ELECTRONIC 1 - PIT | ||
INT | 12063 | No |
This field specifies displaying price format. Positive value means how many number of digits should be shown after decimal point. Negative values of power 2 are divisors of fractional representation. Negative values of power 2 multiplied 100 are divisors of fractional representation in cents Examples: ES: 2 = 0.01 ZB: -32 = 1/32 OZW: -800 = 0.01/8 (fractional cents) | ||
STRING | 12071 | No | Expiration month of front-month contract | ||
DOUBLE | 12075 | No | A factor that should be applied to StrikePrice(202) before displaying in user interface |
Used In
Remarks