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Discussions > Derivatives > Interpretation of RIC Symbol for Option

Interpretation of RIC Symbol for Option

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Michael Meehan
22 September 2009 5:45pm

Can someone provide guidance or let me know where I can find info on how to interpret a RIC symbol for an option order.

We are receiving the following
22 (IDSource) 5
48 (SecurityID) VOD120L9.L
461 (CFICode) OCEFCS
202 (Strike Price) 1.2
541 (MaturityDate) 20091218

Specifically I need to know how to extract the underlying product from the SecurityID. I'm guessing that the last 2 chars (L9) are the Maturity Month and Year, chars 4 to 6 (120) represent the Strike Price and char 1 to 3 (VOD) represent the underlying symbol. Are each of these fields a fixed size?