Futures Symbology

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Imported from previous forum

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What symbology (tag 55) do most people use when sending futures over FIX? It appears that there are mainly 3 types of symbols: Reuters, Bloomberg, and exchange symbols.

Additional questions:

#1 - Are the symbols the exchange floor recognizes as valid significantly different from what Reuters and Bloomberg would use?
#2 - Is there any type of mapping table where I can cross reference the 3 types?
#3 - Is there a source where I can get what the actual exchange symbol would be? (other than the individual web sites…not easy to get the symbol)?
#4 - Assuming everyone is still populating tag 100 with the Reuters mnemonic for futures exchanges. The exchange codes on this web site do not appear to include futures exchanges. Does anyone have a list of these?

Please keep in mind that I am mostly interested in trading non-US futures markets.

Any help in this matter would be appreciated.

Thanks

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[ original email was from Andrew Scott - ascott@latentzero.com ]
Please contact me off list - I believe I can be of assistance.

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[ original email was from Patrick Reuter - patrick_reuter@yahoo.com ]
as broker, we mostly ask our clients to use a ‘root’ code in tag 55.
this is something I defined about five years ago to help map contract codes to whatever clients are used to to what we use internally, regardless of any maturity parameter.
This worked pretty as for the longest time, clients had no established F&O trading systems linked to any symbology database.
We nonetheless are getting more and more requests from client using Reuters and BBG codes, which are fairly easy to deal with (we still extract a ‘root’ id that we map, as well as the maturity)

so, what we have is

  1. 55=GE / 200=200603
  2. BBG 55=EDH6 Comdty (we extract EDComdty and map it)
  3. Reuters 55=GEH6

Not all clients use the same codes. Good example is BBG , where EDcomdty is the floor code, GEDComdty , the correct globex code as seen in the terminal, and edComdty, the code BBG uses for trading …

Regarding Tag 100, I advise the following
http://www.iso15022.org/MIC/homepageMIC.htm

For symbology, the problem we are dealing with now regards options on futures - how to specify the maturity of the future as well as the maturity of the option…

What symbology (tag 55) do most people use when sending futures over FIX? It appears that there are mainly 3 types of symbols: Reuters, Bloomberg, and exchange symbols.

Additional questions:

#1 - Are the symbols the exchange floor recognizes as valid
#significantly different from what Reuters and Bloomberg would use? 2 -
#Is there any type of mapping table where I can cross reference the 3
#types? 3 - Is there a source where I can get what the actual exchange
#symbol would be? (other than the individual web sites…not easy to get
#the symbol)? 4 - Assuming everyone is still populating tag 100 with the
#Reuters mnemonic for futures exchanges. The exchange codes on this web
#site do not appear to include futures exchanges. Does anyone have a
#list of these?

Please keep in mind that I am mostly interested in trading non-US
futures markets.

Any help in this matter would be appreciated.

Thanks