Options Automation Processing Notes

Owned by Jawann Swislow
Last updated: Jul 28, 2023 by Jawann Swislow
1 min read

Option SMFs and trades can be loaded through the standard Message Center (MC) streams. The SMF must be loaded prior to the trade (trades do not spawn SMFs). Refer to Supported Generic Interfaces V17 for more information.

  • Net Option Positions = Yes: short positions are maintained using standard Buy and Sell transactions; set Event Type (55) = BUY or SELL

  • Net Option Positions = No: short positions are maintained using Write and BuytoCover transactions

    • Set Event Type = WRITE or BUYCVR to process these trades through Message Center