Option Symbology change
Note: As of 9/24/09, Weekly Identifier references have been removed from the symbology and will not be used. *
*(Please see day Identifiers)
Note: Fields in square brackets "" are optional.
Examples of new eSignal OPRA symbols for Standard Option:
O:MSFT 10B20.00 => Microsoft FEB 2010 Call for 20.00
O:IBM 10O100.00 => IBM MAR 2010 Put for 100.00
O:IBM 10O100.00=B => IBM MAR 2010 Put for 100.00 Boston Exch.
eSignal OPRA Symbology Key:
O: = Indicates an option
Symbol Root = generally the underlying equity ticker symbol for the contract (e.g. MSFT) or variant based on significant corporate action being applicable (e.g. MSFT1). (5 characters maximum). Multiple roots can coexist.
Space = Blank space separates the root from the rest of the options symbol.
TwoDigitYear = Expiration Year (2 digits)
Put/Call and Month Code = Put/Call and Expiration month indicator
Options Month Codes
StrikePrice = Strike price. Default value in 1/100ths – e.g. 25.00 (Maximum length 9 characters "XXXXX.YYY"). Thousandths resolution will be utilized only if submitted by exchange.
*DayIdentifier = D - for Daily/Quarterly expiry D31 = day of month 1 - 31, optional (Used for Quarterly, Weekly or any expiry other than 3rd Saturday). Note: DayIdentifier codes are not used for standard monthly expiry (3rd Saturday of month).
O:DIA 10F74.00D30 – DIA March 30, 2010 74.00 Call quarterly expiry
RegionalExchangeID = Single Character Regional Exchange Code:
A – AMEX, B – Boston, C – CBOE, I – ISE, P – NYSE-Arca
X – Philadelphia Options Exchange