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General Q/A
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Re: Codification of Futures/options contracts
John Greenan / http://www.alignment-systems.com 31 Aug 2007 8:35AM ET If you trade using Bloombergs codes and want to trade a September )7 Euribor contract then you'll just generally put 55=ERU7 rather than using 55=ER and 200=200709.
Up for bilateral discussion, but most futures brokers will be permissive to your systems limitations but their RoE will normally expect the full instrument identifier.
> What is the rigth use of Symbol (tag 55) on futures/options messages?.
> Regarding the large amount of contracts on derivatives of the same
> underlying, is the symbol the ticker of the underlying? Is any
> standard for this?
Re: Codification of Futures/options contracts John Greenan / http://www.alignment-systems.com 31 Aug 2007 8:35AM ET |