If the TradeDate Field in the FIX message is an option instrument, the data in the FIX message maps into an Option Trade RDS message.
If the condition is met, the data in the FIX message maps into an Option Trade RDS message. This data maps into the OPTION_TRADE table. The columns for this table are defined below.
OPTION_TRADE conditions
|
FIX Message Field
|
Table Column
|
|
SecurityID/Symbol
|
INSTRUMENT_ID
|
|
TradeDate
|
TRADE_DATE
|
|
AdvID
|
TRADE_SEQ_NBR
|
|
There is no OPEN_INTEREST in Advertisement
|
OPEN_INTEREST
|
|
TransactTime
|
TRADE_TIME
|
|
Price
|
TRADE_PRICE
|
|
Quantity
|
TRADE_SIZE
|