Data Table for SMF Options
- Natalie Gesin (Deactivated)
- Nancy Cohn (Deactivated)
- Kinga Huszno
- Former user (Deleted)
The SMF Option stream currently supports the following processing security types:
OPOPCR
OPOPSW
OPOPDB
OPOPEQ
OPOPFB
OPOPCM
For futures and option contracts, the creation of the synthetic security is suppressed when tag 1081 is NONE.
The following table describes the required and optional data fields for SMF Options.
Tag # – Tag Name | Required/ Optional | Data Type | Value/Description of Field |
|---|---|---|---|
1076 – Update Indicator | Required | CHAR | Y/N indicator used within message stream process. Valid values: |
55 – Event Type | Required – must be ADDSECMASTER | CHAR | Used by message stream processing. |
1257 – Transaction Type | Optional | CHAR (30) | Switch used restrict database updates. Options include: |
961 – Issue Name | Required | VARCHAR2 (255) | Security name. |
962 – Issue Description | Conditionally Required – for Schedule D reporting | VARCHAR2 (255) | Security description. |
13 – Ticker | Optional | CHAR (100) | Security ticker. |
1257 – History Only Flag | Optional | CHAR (30) | If set to HISTORY_ONLY, places a record in the history tables only, and updates specific key fields on the composite. |
1293 – Journaling | Optional | CHAR | If set to EXCLUDE_JOURNAL, field level journaling does not occur. |
1417 – Issuer Industry | Optional | CHAR (60) | Industry of issuer. |
1432 – Primary Asset ID Type | Required | CHAR (30) | Primary security identifier type (CUSIP, ISIN, SEDOL) – Code Value. |
14 – Primary Asset ID | Required | CHAR (100) | Primary security identifier. |
5501 – Alt Asset ID Type | Optional | CHAR (30) | Alternate security identifier type (CUSIP, ISIN, SEDOL) – Code Value. |
1795 – Alt Asset ID | Optional | CHAR (100) | Alternate security identifier. |
1952 – CUSIP Xref – ID | Optional | CHAR (100) | Additional security identifier used by the panel for security resolution as a CUSIP xref ID type. |
1955 – ISIN Xref – ID | Optional | CHAR (100) | Additional security identifier used by the panel for security resolution as a ISIN xref ID type. |
1958 – SEDOL Xref – ID | Optional | CHAR (100) | Additional security identifier used by the panel for security resolution as a SEDOL xref ID type. |
1961 – REUTERS Xref – ID | Optional | CHAR (100) | Additional security identifier used by the panel for security resolution as a RIC xref ID type. |
1964 – BLOOMBERG Xref – ID | Optional | CHAR | Additional security identifier used by the panel for security resolution as a BBID xref ID type. |
1967 – SICOVM Xref – ID | Optional | CHAR | Additional security identifier used by the panel for security resolution as a SICOVM xref ID type. |
1970 – VALOREN Xref – ID | Optional | CHAR | Additional security identifier used by the panel for security resolution as a VALOREN xref ID type. |
1973 – CEDEL Xref – ID | Optional | CHAR | Additional security identifier used by the panel for security resolution as a CEDEL xref ID type. |
1976 – INTERNAL Xref – ID | Optional | CHAR | Additional security identifier used by the panel for security resolution as a INTERNAL xref ID type. |
1979 – CINS Xref – ID | Optional | CHAR | Additional security identifier used by the panel for security resolution as a CINS xref ID type. |
7052 – CUSIP Xref – ID | Optional | CHAR | Additional security identifier used to resolve security alias if tag 10 is null. Uses next tag to control xref ID type. Overrides the use of tags 1952 – 1980 for security resolution. |
7053 – Xref – ID Type for 7052 | Optional | CHAR | Xref ID type associated with tag 7052; defaults to CUSIP. |
7055 – ISIN Xref – ID | Optional | CHAR | Additional security identifier used to resolve security alias if tag 10 is null. Uses next tag to control xref ID type. Overrides the use of tags 1952 – 1980 for security resolution. |
7056 – Xref – ID Type for 7055 | Optional | CHAR | Xref ID type associated with tag 7055; defaults to ISIN. |
7058 – SEDOL Xref – ID | Optional | CHAR | Additional security identifier used to resolve security alias if tag 10 is null. Uses next tag to control xref ID type. Overrides the use of tags 1952 – 1980 for security resolution. |
7059 – Xref – ID Type for 7058 | Optional | CHAR | Xref ID type associated with tag 7058; defaults to SEDOL. |
7061 – REUTERS Xref – ID | Optional | CHAR | Additional security identifier used to resolve security alias if tag 10 is null. Uses next tag to control xref ID type. Overrides the use of tags 1952 – 1980 for security resolution. |
7062 – Xref – ID Type for 7061 | Optional | CHAR | Xref ID type associated with tag 7061; defaults to RIC. |
7064 – BLOOMBERG Xref – ID | Optional | CHAR | Additional security identifier used to resolve security alias if tag 10 is null. Uses next tag to control xref ID type. Overrides the use of tags 1952 – 1980 for security resolution. |
7065 – Xref – ID Type for 7064 | Optional | CHAR | Xref ID type associated with tag 7064; defaults to BBID. |
7067 – SICOVM Xref – ID | Optional | CHAR | Additional security identifier used to resolve security alias if tag 10 is null. Uses next tag to control xref ID type. Overrides the use of tags 1952 – 1980 for security resolution. |
7068 – Xref – ID Type for 7067 | Optional | CHAR | Xref ID type associated with tag 7067; defaults to SICOVM. |
7070 – VALOREN Xref – ID | Optional | CHAR | Additional security identifier used to resolve security alias if tag 10 is null. Uses next tag to control xref ID type. Overrides the use of tags 1952 – 1980 for security resolution. |
7071 – Xref – ID Type for 7070 | Optional | CHAR | Xref ID type associated with tag 7070; defaults to VALOREN. |
7073 – CEDEL Xref – ID | Optional | CHAR | Additional security identifier used to resolve security alias if tag 10 is null. Uses next tag to control xref ID type. Overrides the use of tags 1952 – 1980 for security resolution. |
7074 – Xref – ID Type for 7073 | Optional | CHAR | Xref ID type associated with tag 7073; defaults to CEDEL. |
7076 – INTERNAL Xref – ID | Optional | CHAR | Additional security identifier used to resolve security alias if tag 10 is null. Uses next tag to control xref ID type. Overrides the use of tags 1952 – 1980 for security resolution. |
7077 – Xref – ID Type for 7076 | Optional | CHAR | Xref ID type associated with tag 7076; defaults to INTERNAL. |
7079 – CINS Xref – ID | Optional | CHAR | Additional security identifier used to resolve security alias if tag 10 is null. Uses next tag to control xref ID type. Overrides the use of tags 1952 – 1980 for security resolution. |
7080 – Xref – ID Type for 7079 | Optional | CHAR | Xref ID type associated with tag 7079; defaults to CINS. |
38 – Maturity Date | Optional | DATE | Date on which the security matures. Used by the Xref ID lookup to qualify security resolution. |
11043 – Inactive flag | Optional | VARCHAR2 (255) | Valid values are Y = Yes or N = No. Used by the Xref ID lookup to qualify security resolution. |
85 – Asset Currency | Optional | CHAR (30) | 3-character currency code – Code Value. Used by the Xref ID lookup to qualify security resolution. |
1981 – Xref Exchange | Optional | CHAR (8) | Used by the Xref ID lookup to further qualify the security resolution. |
17 – Primary Exchange Code | Optional – Defaults to ALL, unless the validation level is set to NONE. | CHAR (8) | Exchange on which the security is listed – Code Value. |
11 – Investment Type | Required | CHAR (4) | Defaults at panel level to OP. |
3931 – Processing Security Type | Required | VARCHAR2 (15) | Valid values: OPOPCR = Currency Option |
82 – Security Type | Optional | CHAR (15) | Reporting only security type. |
1464 – Sub Security Type | Optional | CHAR (15) | Reporting only sub security type. |
12 – Quantity Type | Required | CHAR (12) | Defaults at panel level to CONTRACTS. Description of quantity, that is, Contracts. |
18 – Price Multiplier | Required – defaults at panel levelto 1. Can be overridden by sendingtag/value. | NUMBER (28,12) | Used by STAR processing. |
19 – Quantity Scale | Required – defaults at panel level to 100. Can be overridden by sendingtag/value. | NUMBER (28,12) | Used by STAR processing. |
10536 – Country of Risk Code | Optional | VARCHAR2 (4) | ISO country code of country of risk. |
1418 – Issue Country Code | Required | CHAR (30) | ISO country code of security. |
85 – Asset Currency | Required | CHAR (30) | 3 character currency code. Automatically populates tags 63 and 1186. |
17 – Primary Exchange Code | Optional – Defaults to ALL, unless the validation level is set to NONE. | CHAR (8) | Exchange on which the security is listed. |
5423 – Region | Optional | VARCHAR2 (50) | Region of the security. |
38 – Expiration Date | Required | DATE | Date on which the option expires. |
67 – Strike Price | Required | NUMBER (28,12) | Price when exercising the option. |
1142 – Option Type | Required | VARCHAR2 (10) | Valid values: |
1350 – Put/Call Flag | Required | CHAR (4) | The type of option. Valid values are CALL or PUT. |
4533 – Variation Margin | Conditionally Required | VARCHAR2 (3) | For Future Options (OPOPCM). Valid values: |
7250 – Spoke Check | Optional | INTEGER | If set to a number greater than 0, performs the spoke check. (Valid for Hub and Spoke clients only.) |
2289 – Variation Margin Rule | Conditionally Required – required if tag 4533 = Y | CHAR | Valid values: 2 = AUDGOVTBND and |
11043 – Inactive Flag | Optional | VARCHAR2 (255) | Valid value is Y = Yes. |
1141 – Underlying Issue Name | Conditionally Required | VARCHAR2 (255) | Lookup to issue_name on SECURITY_MASTER. Either this tag or tag 1348 must be populated when tag 3931 = OPOPEQ or OPOPDB. |
1348 – Underlying Security ID | Conditionally Required | CHAR (100) | Lookup to xreference table for an xreference ID associated with the underlying security. Either this tag or tag 1141 must be populated when tag 3931 = OPOPEQ or OPOPDB. |
1413 – Issuer ID | Optional | CHAR (20) | ID of issuer. |
1417 – Issuer Industry | Optional | CHAR (60) | Industry of issuer. |
1356 – Pay Currency | Conditionally Required – required if tag 3931 = OPOPCR | VARCHAR2 (3) | |
1357 – Receive Currency | Conditionally Required – required if tag 3931 = OPOPCR | VARCHAR2 (3) | |
989 – Compare Incoming Data | Optional | CHAR | If Y, the stored procedure compares the current record to the previous record for that source in the history tables, and inserts a new record only if data changed. |
990 – Update Master Tables | Optional | CHAR | If tag 1257 = HISTORY_ONLY, specify a list of tags, separated by commas, that must be updated in the master tables. |
1102 – Source Name | Required – defaults on panel to EAGLE PACE. Can be overridden by sending tag/value. | CHAR (15) | Source of SMF record. Used in history tables. |
1109 – Effective Date | Optional – defaults to current date on panel. Can be overridden if supplied on the message. | DATE | Date SMF was created/changed. Effective date of change. Used on SMF history tables. |
1084 – Exchange Mode Flag | Optional | CHAR | If this is set EXCHANGE, the interface will attempt to resolve on the primary asset ID (tag 14) plus the value in exchange (tag 17). If it is not equal to EXCHANGE then it will resolve on primary asset ID only. |
1085 – Vendor Mode Flag | Optional | CHAR | If this is set to VENDOR_MODE, it is assumed that the data is sourced from a vendor and that only data on the file should be stored. The interface will resolve security alias only, it will not perform the detail lookup which is used to retrieve the current security detail. |
2817 – Cost Basis Rule Type | Optional | VARCHAR2(20) | Used by STAR processing. |
3998 – Maturity Delay Days Type | Optional | VARCHAR2 (1) | Maturity Delay Days Type |
3999 – Coupon Delay Days Type | Optional | VARCHAR2 (1) | Coupon Delay Days Type |
5076 – Last Trade Date | Optional | DATE | Last Trade Date |
5089 – Legal Entity Indicator (LEI) | Optional | VARCHAR2 (20) | Alphameric LEI assignment for this security. For example, GYP225J5YLMZZGHN2C97. |
2300 – SYNTHETIC switch | Required to create a mirror (SYNTHETIC) security | CHAR | Options include: N Y - create synthetic security |
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