Rolfe and Nolan (ION): Offset Trades

Name

Position

Length

Description

STMTDATES

1

1

19000000 + STDDT

STMTDATEB

2

1

19000000 + BTDDT

QUANTY

3

1

Trade quantity

EXCHANGE

4

1

Exchange ID

FCONDT

5

1

Formatted contract date

DESC

6

1

Commodity description

PORC

7

1

Put/call

STRIK

8

1

Strike price

FBPRIC

9

1

Formatted buy price

FSPRIC

10

1

Formatted sell price

PANDL

11

1

Profit/loss

ALTCUR

12

1

Alternate currency

REGCOD

13

1

Region code

ACCTNO

14

1

Account number

YEAR

15

1

Year

MONTH

16

1

Month number

FPRMPT

17

1

Prompt day

FUTCOD

18

1

Commodity code

TRNCDE

19

1

Transaction code

FORO

20

1

Future/option

SLSPSN

21

1

Salesperson number

CRNCOD

22

1

Currency symbol

PSTRDATE

23

1

19000000 + PSTRDT

SPRICE

24

1

Sell trade price

BPRICE

25

1

Buy trade price

STXTY

26

1

Sell transaction type

BTXTY

27

1

Buy transaction type

SSPRED

28

1

Sell spread

BSPRED

29

1

Buy spread

FUTMCD

30

1

Month symbol

ORGZCD

31

1

Gros scheme organization code

 

Sample Offset Trades

H20150420

20150420   ,20150419   ,4        ,"IMM ","     JUN15","IMM NW S&P"," ",.000000        ," 1317.70  "," 1315.30  ",-2400.00           ,"USD","02","XXXXXXXX","06",6   ,0   ,"SQ    ","320","F","XXXXXXXX","US",20150420   ,1315.3000000     ,1317.7000000     ,"8","2","N","N","M","XXX       "