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--- developers:fixapi:securitydefinition [2025/09/12 01:34] – removed - external edit (Unknown date) 127.0.0.1
+++ developers:fixapi:securitydefinition [2025/09/12 02:38] (current) – chad
@@ Line 1: / Line 1: @@
+====== SECURITY DEFINITION [35=d] ======
+The Security Definition message returns instrument characteristics in response to Security Definition Request queries.
+===== Message Specification =====
+**Message Direction:** T4 → Client
+^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^
+| | **Message Header** | | Y | MsgType = d |
+| 320 | SecurityReqID | String | Y | Original request ID |
+| 322 | SecurityResponseID | String | Y | Response ID |
+| 323 | SecurityResponseType | Int | Y | 4=List returned, 5=Reject |
+| 911 | TotNumReports | Int | O | Total definitions in response set |
+| 207 | SecurityExchange | String | O | T4 Exchange ID |
+| 55 | Symbol | String | O | T4 Contract ID |
+| 48 | SecurityID | String | O | T4 Market ID |
+| 107 | SecurityDesc | String | O | Instrument description |
+| 167 | SecurityType | String | O | FUT, OPT, STK, SYN, BIN |
+| 762 | SecuritySubType | Int | O | Strategy type (see table) |
+| 200 | MaturityMonthYear | String | O | Format: YYYYMM |
+| 205 | MaturityDay | Int | O | Last trading day |
+| 201 | PutOrCall | Int | O | 0=Put, 1=Call |
+| 202 | StrikePrice | Float | O | Option strike |
+| 562 | MinTradeVol | Float | O | Minimum order quantity |
+| 969 | MinPriceAmount | Float | O | Min price increment (decimal mode) |
+| 1146 | MinPriceIncrementAmount | String | O | Currency value or tick table |
+| 6350 | TickRule | String | O | Variable tick table (decimal mode) |
+| 9800 | PriceDisplayFormat | Int | O | Decimal places (decimal mode) |
+| 40 | OrdType | Int | O | Supported order types (bitmask) |
+| 15 | Currency | String | O | Price currency |
+| 555 | NoLegs | Int | O | Number of strategy legs |
+| →600 | LegSymbol | String | C | Leg contract ID |
+| →623 | LegRatioQty | Float | C | Leg quantity ratio |
+| →624 | LegSide | Char | C | 1=Buy, 2=Sell |
+| →609 | LegSecurityType | String | C | FUT, OPT |
+| →602 | LegSecurityID | String | C | Leg market ID |
+| →610 | LegMaturityMonthYear | String | O | Leg maturity YYYYMM |
+| →612 | LegStrikePrice | Float | O | Leg option strike |
+| →1358 | LegPutOrCall | Int | O | 0=Put, 1=Call |
+| →616 | LegSecurityExchange | String | O | Leg exchange ID |
+| →620 | LegSecurityDesc | String | O | Leg description |
+| 864 | NoEvents | Int | O | Number of events |
+| →865 | EventType | Int | C | 1=Day change, 2=Exception |
+| →866 | EventDate | LocalMktDate | C | Event date |
+| →1145 | EventTime | String | C | Event time |
+| | **Message Trailer** | | Y | |
+===== OrdType Bitmask Values =====
+^ Bit ^ Value ^ Type ^
+| 0 | 1 | Market |
+| 1 | 2 | Limit |
+| 2 | 4 | Stop Market |
+| 3 | 8 | Stop Limit |
+| 5 | 32 | IOC |
+| 9 | 512 | GTC |
+| 13 | 8192 | MaxShow |
+===== Sample Messages =====
+**Outright Future:**
+<code>
+=FIX.4.2|9=280|35=d|49=T4|56=T4Example|50=T4FIX|52=20140414-19:06:48.230|
+=sc-444-14:06:20.9531947|322=sd-4/14/2014 2:06:48 PM|323=4|911=1|
+=ES|107=SIM:E-mini S&P 500 Jun14|48=CME_20140600_ESM4|40=2083|
+=CME_Eq|200=201406|205=20|167=FUT|762=0|562=1|15=USD|
+=12.5|5770=25/1|10=123|
+</code>
+**Calendar Spread:**
+<code>
+=FIX.4.2|9=450|35=d|49=T4|56=T4Example|50=T4FIX|52=20140414-19:09:04.497|
+=sc-89-14:08:37.2241156|322=sd-4/14/2014 2:09:04 PM|323=4|911=10|
+=ES|107=SIM:E-mini S&P 500 -Jun14+Sep14|48=CME_20140600_ESM4-ESU4|
+=2083|207=CME_Eq|200=201406|205=20|167=FUT|762=1|562=1|15=USD|
+=2.5|5770=5/1|555=2|
+=ES|623=-1|624=2|609=FUT|602=CME_20140600_ESM4|610=201406|616=CME_Eq|
+=ES|623=1|624=1|609=FUT|602=CME_20140900_ESU4|610=201409|616=CME_Eq|10=234|
+</code>
+===== Notes =====
+  * Multiple messages may be sent per request
+  * Tag 40 uses bitwise flags for order types
+  * Decimal mode (372=D) provides additional pricing fields