identifying options and futures in FIX

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Imported from previous forum

2

[ original email was from David Hu - wof39@hotmail.com ]
Hi,

Just wondering, what other FIX 4.2 tags might be specified differently for stock options and stock index futures apart from the SecurityType tag (167) ?

Many thanks.

/david

3

[ original email was from Jim Northey - jnorthey@lasalletech.com ]
FIX 4.2:

SecurityType(tag 167) is the main differentiator as you indicated in your posting:

"OPT" for option
"FUT" for future

Stock options of course will require the use of the PutOrCall(tag 201) and the StrikePrice(tag 202)field.

> Hi,
>
> Just wondering, what other FIX 4.2 tags might be specified differently for stock options and stock index futures apart from the SecurityType tag (167) ?
>
> Many thanks.
>
> /david
>

4

> FIX 4.2:
>
> SecurityType(tag 167) is the main differentiator as you indicated in your posting:
>
> "OPT" for option
> "FUT" for future
>
> Stock options of course will require the use of the PutOrCall(tag 201) and the StrikePrice(tag 202)field.
>
>
> > Hi,
> >
> > Just wondering, what other FIX 4.2 tags might be specified differently for stock options and stock index futures apart from the SecurityType tag (167) ?
> >
> > Many thanks.
> >
> > /david
> >
>