Description
7.0 Dissecting the OCXdelta1 MPSecID
OCXdelta1 utilizes proprietary Market Place Security ID’s (MPSecID) to identify tradable
instruments. MPSecID’s are used in all trading, and market data on OCXdelta1. The construction
of a MPSecID can be seen below.
7.1 Breakdown
ID (max 83,999)
|
| Group ID
|
|
|
| Front Month Exp—(yymmdd)
|
|
|
|
|
| Back Month Exp—(yymmdd)
|
|
|
|
v
v
v
v
1xxxxx|xx|xxxxxx|xxxxxx ( 20 long )
Id values would correspond to product type ( i.e. AAPL1C/AAPL1D/ AAPL3H).
Group id will distinguish the product subtype. Valid values: 11 = SSF 12 = Block 13 = EFP 21 = SSF spread 22 = block spread 7.2 Sample MPSecID breakdown MPSecID – 10000211140815000000 Id = 100002 – AAPL1C Group ID = 11 – SSF Front Month Exp = 140815 – August 15th, 2014 Back Month Exp = 000000 – No back month, not spread 43 .
Group id will distinguish the product subtype. Valid values: 11 = SSF 12 = Block 13 = EFP 21 = SSF spread 22 = block spread 7.2 Sample MPSecID breakdown MPSecID – 10000211140815000000 Id = 100002 – AAPL1C Group ID = 11 – SSF Front Month Exp = 140815 – August 15th, 2014 Back Month Exp = 000000 – No back month, not spread 43 .
