Symbol Format Change for NSE Options

[Ray P.]

Attention NSE (National Stock Exchange of India) Options Subscribers:

Please note that the Exchange has introduced weekly NSE Options. As a result, we will be merging the new weekly symbols with the existing monthly expirations which will require a symbol change.

Effective July 4th, 2016 (at market open, local exchange time), the day of expiration (i.e. the D26, D28 portion of the symbol) will be required for NSE options:

Examples:
O:BANKNIFTY 16E17800.00-NSO will change to O:BANKNIFTY 16E17800.00D26-NSO
O:FTSE100 16L6300.00-NSO will change to O:FTSE100 16L6300.00D16-NSO

In addition, if the option root is based on a stock equity, the .EQ portion will no longer be used in the option symbol. Please note the actual NSE stock symbol will remain unchanged.

Examples:
O:BEL.EQ 16P1080.00-NSO will change to O:BEL 16P1080.00D28-NSO
O:IRB.EQ 16E140.00-NSO will change to O:IRB 16E140.00D26-NSO
O:JETAIRWAYS.EQ 16F580.00-NSO will change to O:JETAIRWAYS 16F580.00D30-NSO

Please click here for an Excel sheet of the impacted options symbols. The new symbols will automatically populate if you are using the Option Chain Window and historical data will be moved to the new symbols. If you have any questions about this change, please feel free to contact our Support team .

Thank you,
Ray P.
eSignal Support

[Ray P.]

Please note that the new symbols are now active. However, the transfer of history from the old to new symbols is still being worked on. There does not appear to be a quick fix and the rollout will take some extra time. We'll provide an update once we have more info.

Thank you,
Ray P.
eSignal Support