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Version: Upcoming

OptionDefinition

#Message NameDescription
4355OptExpiryDefinitionThis table maps option root/expiration combinations to their deliverable future. Mappings are sourced fromm listing exchange product definitions.

BaseObj:Root
4410RegionalInstrumentIdRegionalInstrumentId (internal only) records exist per security and provide symbology mapping. Eg for an option contract on Eurex the instid and marketsegid would be provided
4405RegionalOptionCompositeRegionalOptionComposite (internal only) records exist per composite option (aka per ISIN). Eg for BMW optioins there would be BMW-EUX-EQT composite for all standard options and then perhaps a BMW1-EUX-EQT for post corp action contracts with alternate multiplers etc
4365RootDefinitionRootDefinition records are sourced from the listing exchange for future options and from OCC for US equity options. Records are updated as SpiderRock receives changes.