4335-product-definition
| # | Message Name | Description |
|---|---|---|
| 4335 | CCodeDefinition | Commodity code (product code) definitions for all futures. Also maps future ccodes to SpiderRock tickers. Information is sourced from listing exchange product definitions. This table also contains definitions for exchange and user-defined spreads including spreads used as option underliers. SpiderRock typically uses a compact form of the exchange (spread) product ID as the ccode for these products if there is no natural (human-readable) exchange spread ticker issued for the spread. Note that the full spread definition can be found in the ProductDefinition and human-readable version in the description field below. Note that SpiderRock tickers below are synthetic and are created for organizational purposes only. SpiderRock synthetic tickers typically begin with a '@' character. |
| 4350 | IndustryDefinition | This table contains the definitions of ind (00), sub (0000), grp (000000), and nbr (00000000) numeric codes are used in the SpiderRock platform. |
| 4355 | OptExpiryDefinition | This table maps option root/expiration combinations to their deliverable future. Mappings are sourced fromm listing exchange product definitions. BaseObj:Root |
| 4360 | ProductDefinitionV2 | SpiderRock normalized exchange product definitions. Includes future, option, and spread definitions from a number of exchanges. TickerDefinitions, RootDefinitions and CCodeDefinitions are consistent with these records. |
| 4405 | RegionalOptionComposite | RegionalOptionComposite (internal only) records exist per composite option (aka per ISIN). Eg for BMW optioins there would be BMW-ESX-EQT composite for all standard options and then perhaps a BMW1-ESX-EQT for post corp action contracts with alternate multiplers etc |
| 4400 | RegionalUnderlierComposite | RegionalUnderlierComposite (internal only) records exist per composite underlier (aka per ISIN). Eg for BMW there would be BMW-ESX-EQT which is the composite, but could have several contributing exchanges across the region |
| 4365 | RootDefinition | RootDefinition records are sourced from the listing exchange for future options and from OCC for US equity options. Records are updated as SpiderRock receives changes. |
| 4390 | SpreadDefinition | |
| 4395 | SpreadExchDefinition | |
| 4375 | TickerDefinition | TickerDefinition (internal only) records exist for all SpiderRock tickers including equity tickers (stocks and ETFs) as well as index tickers and synthetic tickers for future chains and option multihedge baskets. |
| 4380 | TickerDefinitionExt | TickerDefinitionExt (external) records exist for all SpiderRock tickers including equity tickers (stocks and ETFs) as well as index tickers and synthetic tickers for future chains and option multihedge baskets. |