Strips (SecurityType(167)=MLEG, SecuritySubType (762)=T)

Symbol format:

<CMDTY>Td{d}MYY(1)-MYY(2) - the Strip instrument

where is:

<CMDTY> - the commodity name;

T – the Strip indicator;

d{d} - one or two digits of the distance between strategy legs calculated in the number of months;

MYY(1) – the first Strip leg expiration;

MYY(2) – the last Strip leg expiration;

M - the instrument expiration month, one of (F,G,H,J,K,M,N,Q,U,V,X,Z);

YY - the two last digits of the instrument expiration year;

For example: AAAT3F25-H25 is an AAA quarterly Strip with legs AAAF25, AAAG25, AAAH25.