# deep3.docx xdp options deep feed # all series relate … · 1 # deep3.docx – xdp options deep...
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# DEEP3.DOCX – XDP OPTIONS DEEP FEED 1 # 2 # ALL SERIES RELATE TO ONE OF THREE UNDERLYINGS: ZN, ZVV, ZVZZT 3 # THIS SCRIPT WAS GENERATED BY PLAYING ACTUAL SCENARIOS INTO THE 4 # OPTIONS MATCHING ENGINE. AS A RESULT THERE IS A CERTAIN AMOUNT OF 5 # EXTRANEOUS MAPPING MESSAGES AND HEARTBEATS. 6 # 7 # THE FOLLOWING TABLE OF CONTENTS SHOWS SECTIONS OF MESSAGE CONTENT 8 # WITH THEIR STARTING LINE NUMBERS IN THIS FILE 9 # 10 # Line Content 11 # ----------------- 12 # 60 SEQUENCE NUMBER RESETS 13 # 121 MAPPING MESSAGES 14 # 3488 HEARTBEATS 15 # 3571 SCENARIO MESSAGES 16 # 4264 REFRESH MESSAGES 17 18 19 20 ================PACKET 21 22 Header={pktSize=24 23 numberMsgs=1 24 deliveryFlag=1 25 seqNum=1 26 sendTime=1445358940 27 sendTimeNS=490349000 (2015/10/20 12:35:40.490349)} 28 StreamID:{size=8 29 type=455 30 streamID=48} 31 32 33 ================PACKET 34 35 Header={pktSize=24 36 numberMsgs=1 37 deliveryFlag=1 38 seqNum=1 39 sendTime=1445358940 40 sendTimeNS=508339000 (2015/10/20 12:35:40.508339)} 41 StreamID:{size=8 42 type=455 43 streamID=49} 44 45 46 ================PACKET 47 48 Header={pktSize=24 49 numberMsgs=1 50 deliveryFlag=1 51 seqNum=1 52 sendTime=1445358940 53 sendTimeNS=526560000 (2015/10/20 12:35:40.526560)} 54
StreamID:{size=8 55 type=455 56 streamID=50} 57 58 59 # ================================================================= 60 # SEQUENCE NUMBER RESETS FOR THE 3 STREAMS: 48, 49, 50 ======== 61 # ================================================================= 62 63 ================PACKET 64 65 Header={pktSize=40 66 numberMsgs=2 67 deliveryFlag=12 68 seqNum=1 69 sendTime=1445358941 70 sendTimeNS=267000 (2015/10/20 12:35:41.267)} 71 StreamID:{size=8 72 type=455 73 streamID=49} 74 Reset:{size=16 75 type=1 76 sourceTime=1445358941 77 sourceTimeNS=266000 78 productID=2 79 channelID=26} 80 81 82 ================PACKET 83 84 Header={pktSize=40 85 numberMsgs=2 86 deliveryFlag=12 87 seqNum=1 88 sendTime=1445358941 89 sendTimeNS=309000 (2015/10/20 12:35:41.309)} 90 StreamID:{size=8 91 type=455 92 streamID=50} 93 Reset:{size=16 94 type=1 95 sourceTime=1445358941 96 sourceTimeNS=309000 97 productID=2 98 channelID=26} 99 100 101 ================PACKET 102 103 Header={pktSize=40 104 numberMsgs=2 105 deliveryFlag=12 106 seqNum=1 107 sendTime=1445358941 108
sendTimeNS=314000 (2015/10/20 12:35:41.314)} 109 StreamID:{size=8 110 type=455 111 streamID=48} 112 Reset:{size=16 113 type=1 114 sourceTime=1445358941 115 sourceTimeNS=314000 116 productID=2 117 channelID=26} 118 119 120 # ================================================================= 121 # MAPPING MESSAGES ============================================ 122 # ================================================================= 123 124 ================PACKET 125 126 Header={pktSize=1372 127 numberMsgs=24 128 deliveryFlag=11 129 seqNum=3 130 sendTime=1445358941 131 sendTimeNS=285514000 (2015/10/20 12:35:41.285514)} 132 StreamID:{size=8 133 type=455 134 streamID=50} 135 Symbol:{size=28 136 type=435 137 underlyingIndex=2610 138 symbol=ZN 139 channelID=26 140 marketID=8 141 systemID=3 142 exchangeCode='Q' 143 priceScale=4 144 securityType='C' 145 priceResolution=5} 146 Series:{size=60 147 type=437 148 seriesIndex=20691708 149 channelID=26 150 marketID=8 151 systemID=3 152 streamID=50 153 underlyingIndex=2610 154 contractMultiplier=100 155 expiry=151218 156 putOrCall=0 157 strikePrice=7.5 158 underlyingSymbol=ZN 159 OCCRootCode=ZN 160 groupID=52200 161 priceScale=4} 162
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streamID=50 217 underlyingIndex=2610 218 contractMultiplier=100 219 expiry=151120 220 putOrCall=0 221 strikePrice=5 222 underlyingSymbol=ZN 223 OCCRootCode=ZN 224 groupID=52200 225 priceScale=4} 226 Series:{size=60 227 type=437 228 seriesIndex=20691703 229 channelID=26 230 marketID=8 231 systemID=3 232 streamID=50 233 underlyingIndex=2610 234 contractMultiplier=100 235 expiry=151120 236 putOrCall=0 237 strikePrice=2.5 238 underlyingSymbol=ZN 239 OCCRootCode=ZN 240 groupID=52200 241 priceScale=4} 242 Series:{size=60 243 type=437 244 seriesIndex=20691702 245 channelID=26 246 marketID=8 247 systemID=3 248 streamID=50 249 underlyingIndex=2610 250 contractMultiplier=100 251 expiry=160617 252 putOrCall=0 253 strikePrice=7.5 254 underlyingSymbol=ZN 255 OCCRootCode=ZN 256 groupID=52200 257 priceScale=4} 258 Series:{size=60 259 type=437 260 seriesIndex=20691701 261 channelID=26 262 marketID=8 263 systemID=3 264 streamID=50 265 underlyingIndex=2610 266 contractMultiplier=100 267 expiry=160617 268 putOrCall=0 269 strikePrice=5 270
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seriesIndex=20691697 325 channelID=26 326 marketID=8 327 systemID=3 328 streamID=50 329 underlyingIndex=2610 330 contractMultiplier=100 331 expiry=160318 332 putOrCall=0 333 strikePrice=2.5 334 underlyingSymbol=ZN 335 OCCRootCode=ZN 336 groupID=52200 337 priceScale=4} 338 Series:{size=60 339 type=437 340 seriesIndex=20691696 341 channelID=26 342 marketID=8 343 systemID=3 344 streamID=50 345 underlyingIndex=2610 346 contractMultiplier=100 347 expiry=151218 348 putOrCall=1 349 strikePrice=7.5 350 underlyingSymbol=ZN 351 OCCRootCode=ZN 352 groupID=52200 353 priceScale=4} 354 Series:{size=60 355 type=437 356 seriesIndex=20691695 357 channelID=26 358 marketID=8 359 systemID=3 360 streamID=50 361 underlyingIndex=2610 362 contractMultiplier=100 363 expiry=151218 364 putOrCall=1 365 strikePrice=5 366 underlyingSymbol=ZN 367 OCCRootCode=ZN 368 groupID=52200 369 priceScale=4} 370 Series:{size=60 371 type=437 372 seriesIndex=20691694 373 channelID=26 374 marketID=8 375 systemID=3 376 streamID=50 377 underlyingIndex=2610 378
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marketID=8 487 systemID=3 488 streamID=50 489 underlyingIndex=2610 490 contractMultiplier=100 491 expiry=160318 492 putOrCall=1 493 strikePrice=7.5 494 underlyingSymbol=ZN 495 OCCRootCode=ZN 496 groupID=52200 497 priceScale=4} 498 499 500 ================PACKET 501 502 Header={pktSize=1372 503 numberMsgs=24 504 deliveryFlag=11 505 seqNum=27 506 sendTime=1445358941 507 sendTimeNS=288766000 (2015/10/20 12:35:41.288766)} 508 StreamID:{size=8 509 type=455 510 streamID=50} 511 Series:{size=60 512 type=437 513 seriesIndex=20691686 514 channelID=26 515 marketID=8 516 systemID=3 517 streamID=50 518 underlyingIndex=2610 519 contractMultiplier=100 520 expiry=160318 521 putOrCall=1 522 strikePrice=5 523 underlyingSymbol=ZN 524 OCCRootCode=ZN 525 groupID=52200 526 priceScale=4} 527 Series:{size=60 528 type=437 529 seriesIndex=20691685 530 channelID=26 531 marketID=8 532 systemID=3 533 streamID=50 534 underlyingIndex=2610 535 contractMultiplier=100 536 expiry=160318 537 putOrCall=1 538 strikePrice=2.5 539 underlyingSymbol=ZN 540
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