Guidelines for Straight Through Options

Owned by Nancy Cohn (Deactivated)
Aug 22, 2022
1 min read

The default csv/star trade stream supports the pan-currencyoptionexerasn.htm panel (Currency Options Exercise/Assign Physical). You can send in a message to the trade stream where the following conditions are in effect:

  • Event Type (tag 55) = EXERCISE

  • Settlement Method (tag 680) = PHYSICAL

  • SMF processing security type (tag 3931 on smf) is Currency Option (OPOPCR) to route to this panel