VTIDERI - Master Data Listed Options and Futures

Master Data Listed Options and Futures information is stored in SAP table VTIDERI.
It is part of development package FTT_CORE in software component FIN-FSCM-TRM-TM. This development package consists of objects that can be grouped under "Former FTT Objects Required in AL0".

Fields for table VTIDERI

Field Name	Description	Is Key	Data Element	Data Type	Length	Check Table
MANDT	Client	X	MANDT	CLNT	6	T000
RANL	Security Class ID Number	X	VVRANLW	CHAR	26	VWPANLA
SGSART	Product Type		VVSART	CHAR	6	TZPA
DJAHR	Expiration year		TI_DJAHR	NUMC	8
DMONAT	Expiration month		TI_DMOANT	NUMC	4
SOFTYP	Options/futures category		TI_SOFTYP	NUMC	4
SOPTTYP	Original Option Category (on Closing)		TV_OPTTYP	NUMC	6	ATO1
SABRMET	Settlement Method Option		TI_SABRMET	CHAR	2
SMARGART	Margin type		TB_MARGART	CHAR	10	AT51
SNOTTYPE	Quotation type option/future		TI_NOTTYPE	CHAR	2
PPTICK	Tick in percentage points		TI_PPTICK	DEC	6
BETICK	Tick as amount		TI_BETICK	CURR	7
PITICK	Tick in index points		TI_PITICK	DEC	6
BWTICK	Tick value		TI_BWTICK	CURR	7
WWTICK	Tick Value Currency		TI_WWTICK	CUKY	10	TCURC
SPUTCALL	Put/Call Indicator		TI_SPUTCAL	NUMC	2
SSETTLFL	Settlement Indicator		TI_SETTLFL	CHAR	2
SOPTAUS	Exercise Type (American or European)		SOPTAUS	NUMC	2
DVERFALL	Expiration date		TI_DVERF	DATS	16
DLHANDEL	Last trade date		TI_DLHAND	DATS	16
DERFUELL	Settlement Date		TI_DERFUE	DATS	16
SKALID	Factory calendar		SKALID	CHAR	4	TFACD
BNOMS	Nominal Value		BNOMS	CURR	7
RNWHR	Nominal currency		RNWHR	CUKY	10	TCURC
PKOND	Percentage rate for condition items		PKOND	DEC	6
SZSREF	Reference Interest Rate		SZSREF	CHAR	20	T056R
SZBMETH	Interest Calculation Method		SZBMETH	CHAR	2
DENDF	Final Due Date		DENDF	DATS	16
ASTUECK	Number of units for unit-quoted securities		ASTUECK	DEC	8
URANL	Security Class ID Number		VVRANLW	CHAR	26	VWPANLA
UINDEX	Securities Index		IDX	CHAR	20	INDEXD
BPINDEX	Value of an index point		TI_BPINDEX	CURR	7
WPINDEX	Index point currency		TI_WPINDEX	CUKY	10	TCURC
BSTRIKE	Strike as amount		TI_BSTRIKE	CURR	7
WSTRIKE	Strike Currency		TI_WSTRIKE	CUKY	10	TCURC
PKSTRIKE	Strike in points		TI_PKSTRIK	DEC	5
IPSTRIKE	Strike as inverted percentage notation		TI_IPSTRIK	DEC	6
.INCLU--AP				VTIDERI_CFM	0
DEBEG	Issue Start Date		DEBEG	DATS	16
BNWHR	Nominal amount		BNWHR	CURR	7
SNWHR	Currency of nominal amount		SNWHR	CUKY	10
BWTICK_FINE	Tick Value		TPM_BWTICK_FINE	DEC	7
BETICK_CTY	Tick Size		TI_BETICK_COMMODITY	DEC	7
BWTICK_CTY	Tick Value		TI_BWTICK_COMMODITY	DEC	7
COMMODITY_ID	Commodity ID (obsolete)		TRCO_COMM_ID	CHAR	36
CONTRACT_SIZE	Contract Size		TPM_CTY_CONTRACT_SIZE	QUAN	7
CONTRACT_SZ_UNIT	Mengeneinheit der Kontraktgr��e		TPM_CTY_CONTRACT_SIZE_UNIT	UNIT	6
QUANTITY	Quantity		FTR_QUAN	QUAN	7
QUANTITY_UNIT	Unit of measure		TRCO_COMM_UOM	UNIT	6
FIRST_NOTICE_DAY	First Notice Day		FIRST_NOTICE_DAY	DATS	16
BETICK_CTY_CUNIT	Currency unit		VVSRUNIT	CHAR	10	TZUNI
DCSID	Derivative Contract Specification ID		TBA_DCSID	CHAR	40
KEYDATE	Maturity Key Date		TBA_KEYDATE	DATS	16
MIC	Market Identifier Code		TBA_MIC	CHAR	8
UNDERLYING_KEYDATE	Maturity Key Date		TBA_KEYDATE	DATS	16
CTY_STRIKE_PRICE	Strike price for commodity listed options		TB_CTY_STRIKE_PRICE	DEC	7
CTY_STRIKE_CURR_UNIT	Currency Unit of the Rate		TB_RUNIT	CHAR	10
TIMING	Timing		CMM_TIMING	NUMC	4
AVG_PERIOD_START	Averaging Period Start Date		CMM_AP_START	DATS	16
AVG_PERIOD_END	Averaging Period End Date		CMM_AP_END	DATS	16
OPTTYP	Option Category		CMM_OPTTYP	NUMC	6