Format of Futures Options Files:

The standard format of the futures options daily files is comma delimited.

Example:

SP,Z2003,1100P,11/10/2003,57.1,57.1,53.7,57.1
SP,z2003,1100P,11/07/2003,100,298,42

The first field is always the root futures symbol. In the example above SP - S&P 500 Index Options

The second field defines the contract month you are viewing. The contract always relates to a specific 
options month such as Z2003 (Dec 2003). The month code can be one of the following 
{F, G, H, J, K, M, N, Q, U, V, X, Z} - {Jan ... Dec}. If the month code is a capital letter then 
the price data is open, high, low, close. If the month code is a lower case letter then the price 
data is contract volume and open interest.

The third field is the strike. The strike includes the strike price, which is normally a 4 digit number
and the (C) call or (P) put indicator. 

The forth field is the date of the prices. The volume date is normally the date of the prior business 
day, except for holidays and other occasions when the market was closed in such cases we adjust the 
date to reflect the actual previous trading date. The date is always a 10 character buffer. The first 
two characters are the month, the 4th and 5th characters are the day of month and the 7th, 8th, 9th 
and 10th characters are the century and year. In the example above the volume is as off November 7th 2003.

The remaining fields depends on whether you are viewing price information or volume information. 

If you are viewing price information, upper case month code, then the final four fields are 
open, high, low and closing price respectively. 

If you are viewing volume information, lower case month code, then the final two fields are 
previous days volume and open interest and todays estimated volume figures. Please note we will only 
pass down a volume and open interest record if either volume or open interest exists.