Futures/Options Exchange Reuters Codes

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Imported from previous forum

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[ original email was from Sandeep Patel - sandeep.patel@csfb.com ]
Where can I find a definitive list of Reuters Exchange Codes for Futures/Options Exchanges?

This is for use of Tag 207 and 100 for FIX 4.2 for Futures orders.

I’ve looked at the Exchange Mnemonics page on this site but it only has numeric values for only some exchanges.

The use of RIC codes appears to be a grey area even on Reuters own web site.

Any help is much appreciated.

Thanks,
Sandeep

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Did you get an answer from anyone as I am also looking for this information, are you able to help

Regards

Lee Diss

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Check if this is useful

http://channel.bridge.com/bc/webhelp/EXCH.htm

Another interesting info regarding RICs and futures
RIC’s can also be constructed for derivatives, namely options and futures, by adding a "@’ to the front of the underlying security’s RIC and adding additional information on the end. For instance, to look up the future contracts on crude oil whose delivery month is the closest in time, .1 is added to the end to signify “first”. The full RIC then becomes @CL.1
(Source - wikipedia)

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Are the Exchange codes as per within the Channel Bridge link (below) as per FIX Protocol v4.2 for Futures/Options (for use in Tag 100 ExDestination and/or 207 SecurityExchange)?

http://channel.bridge.com/bc/webhelp/EXCH.htm

Would you know which of the Exchanges are specific to trading Futures/Options and their respective codes?

Greece
Athens(ASE Index future)

Switzerland
EURUX DAX
EURX Futures Exchange
EUREX ZURICH (Swiss MKT Index Future)

Spain
MEFF Renta Vaiable
MEFF Renta Fija

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Are the Exchange codes as per within the Channel Bridge link (below) as
per FIX Protocol v4.2 for Futures/Options (for use in Tag 100
ExDestination and/or 207 SecurityExchange)?

http://channel.bridge.com/bc/webhelp/EXCH.htm

Would you know which of the Exchanges are specific to trading
Futures/Options and their respective codes?

Greece Athens(ASE Index future)

Switzerland EURUX DAX EURX Futures Exchange EUREX ZURICH (Swiss MKT
Index Future)

Spain MEFF Renta Vaiable MEFF Renta Fija
I cannot answer for all, but CBOE uses W as published in the fix42 documents http://www.fixprotocol.org/specifications/fix4.2spec

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[ original email was from Stephen “wilbo” Willing - stevewilling@crd.com ]
> Where can I find a definitive list of Reuters Exchange Codes for

Futures/Options Exchanges?

This is for use of Tag 207 and 100 for FIX 4.2 for Futures orders.

I’ve looked at the Exchange Mnemonics page on this site but it only has
numeric values for only some exchanges.

The use of RIC codes appears to be a grey area even on Reuters
own web site.

Any help is much appreciated.

Thanks, Sandeep

The best one I have found is

http://www.tradescreen.com/Services/month_codes.html

On the left side this allows you to select codes Alpha or region

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Hi Sandeep,

There is another tab on the exchange mnemonic link that lists Reuters Codes. http://fixprotocol.org/specifications/exchanges.shtml

Thanks,
Eugene Rabkin
FPL Program Office

Where can I find a definitive list of Reuters Exchange Codes for
Futures/Options Exchanges?

This is for use of Tag 207 and 100 for FIX 4.2 for Futures orders.

I’ve looked at the Exchange Mnemonics page on this site but it only
has numeric values for only some exchanges.

The use of RIC codes appears to be a grey area even on Reuters own
web site.

Any help is much appreciated.

Thanks, Sandeep

The best one I have found is

http://www.tradescreen.com/Services/month_codes.html

On the left side this allows you to select codes Alpha or region