developers:fixapi:securitydefinition

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developers:fixapi:securitydefinition [2025/09/12 01:34] – ↷ Page moved and renamed from developers:fixapi.securitydefinition to developers:fixapi:securitydefinition chaddevelopers:fixapi:securitydefinition [2025/09/12 02:38] (current) – chad
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-====== Security Definition ====== +====== SECURITY DEFINITION [35=d] ======
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-===== Defining Instruments ===== +The Security Definition message returns instrument characteristics in response to Security Definition Request queries.
-The Security Definition message (Tag 35=d) is used to define the characteristics of exchanges, contracts, and specific instruments (markets). The T4 FIX API returns this message as a result of queries performed with the Security Definition Request message.+
  
-The Security Definition message includes a complete description of securities by providing Exchange identifier, Contract identifier, Market identifier, pricing, minimum trading volumes, minimum price amount (including Variable Tick Tables), quantity leg ratios, buy/sell sides, put/call type, strikes, etc. This message also enumerates lists of exchanges, contracts within an exchange, and markets for a specific contract.+===== Message Specification =====
  
-===== Message Dictionary ===== +**Message Direction:** T4 → Client
-^ Tag ^ Field Name ^ Req'd ^ Comments ^ +
-| Standard Header | Y | MsgType = d | +
-| 320 | SecurityReqID | Y | Security Definition Request identifier. Must be unique to distinguish security definition requests. | +
-| 322 | SecurityResponseID | Y | ID of current Security Definition message. | +
-| 323 | SecurityResponseType | Y | Type of Security Definition message response. The following values can be used:<br>4 = List of Securities returned per request.<br>5 = Reject Security Proposal. Security Definition Requests not Enabled (in Logon message). | +
-| 911 | TotNumReports | N | Total number of Security Definitions associated with its Security Definition Request. | +
-| 207 | SecurityExchange | N | Exchange. This is the T4 Exchange ID. | +
-| 55 | Symbol | N | Contract within an Exchange. This is the T4 Contract ID. | +
-| 48 | SecurityID | N | Market (i.e. Security) for a given Contract. This is the T4 Market ID. | +
-| 107 | SecurityDesc | N | Security Description. The description may also refer to contracts (for Get Contract IDs requests) or exchanges (for Get Exchange IDs requests). | +
-| 200 | MaturityMonthYear | N | Specifies the month and year of maturity. Format YYYYMM. | +
-| 205 | MaturityDay | N | Maturity Day. Last Trading day for the current market. | +
-| 562 | MinTradeVol | N | The minimum trading volume for the security. | +
-| 969 | MinPriceAmount | N | The minimum price movement in this market. Only present if you login with 372=D. | +
-| 9850 | MinCabPrice | N | The minimum cab price for this market. Only present if you login with 372=D. | +
-| 6350 | TickRule | N | The variable tick table definition. (e.g. 5;P<-500=25;p>500=25 indicates a minimum price increment of 5 except when prices are below -500 and above 500 for which a minimum price increment of 25 is applied). Only present if you login with 372=D. | +
-| 9800 | PriceDisplayFormat | N | The number of decimal places in a price for this market. Only present if you login with 372=D. | +
-| 5770 | PriceRatio | N | Obsolete. Price Ratio as a fraction of Numerator to Denominator. Reduced Ticks Spreads also provide ratios as delineated with the RTS acronym. | +
-| 1146 | MinPriceIncrementAmount | N | If you login with 372=D then this is always the currency value of the minimum price increment. Otherwise it is either currency value of the minimum price increment, or the Variable Tick Table (e.g. 5;P<-500=25;p>500=25 indicates a minimum price increment of 5 except when prices are below -500 and above 500 for which a minimum price increment of 25 is applied). | +
-| 201 | PutOrCall | N | Put Or Call identifier (for Options Security Type). The following values can be used:<br>0 = Put<br>1 = Call | +
-| 202 | StrikePrice | N | Strike Price (for Options Security Type). | +
-| 167 | SecurityType | N | Indicates type of security. Valid values are:<br>FUT = Futures<br>OPT = Options<br>STK = Stock<br>SYN = Synthetic<br>BIN = Binary Option | +
-| 762 | SecuritySubType | N | Security SubType that further describes the security. The following values can be used: 0 = None (outright), 1 = Calendar Spread, 2 = RT Calendar Spread, ... 74 = Treasury Tail | +
-| 40 | OrdType | N | T4 Order Types supported by this market. Order Types are provided as a bitwise logically-AND-ed (unsigned) integer. The integer masks for the T4 Order Types are:<br>0 = Market is view only<br>1 = Market orders<br>2 = Limit<br>4 = Stop Market ... 131072 = RFQ | +
-| 15 | Currency | N | Currency of Market Prices. | +
-| 864 | NoEvents | N | Number of events for contract. | +
-| 865 | EventType | N | Type of Event. The following values are allowed:<br>1 = Day Change Time<br>2 = Day Change Time Exceptions. Days and Times for which the Day Change Time is exempted. | +
-| 866 | EventDate | N | Date of the event. | +
-| 1145 | EventTime | N | Time of the event (in local CST Time or string for Day Change Time Exceptions i.e. Tag 865=2). | +
-| 555 | NoLegs | N | Number of legs of multi-legged strategy. Must be provided if number of legs is greater than 1. | +
-| 600 | LegSymbol | N | Individual leg Contract for multi-leg instrument. This is the T4 Contract ID for this leg. It must be the first tag of this group. | +
-| 623 | LegRatioQty | N | Individual leg Quantity Ratio. A negative value indicates a LegSide of Sell. | +
-| 624 | LegSide | N | Individual leg Side. Valid Values are:<br>1 = Buy<br>2 = Sell | +
-| 609 | LegSecurityType | N | Individual leg Security Type. Valid values are:<br>FUT = Futures<br>OPT = Options | +
-| 602 | LegSecurityID | N | Individual leg Security (Market) identifier for multi-leg instrument. This is T4 Market ID for this leg. | +
-| 556 | LegCurrency | N | Individual leg Currency for multi-leg instrument. | +
-| 610 | LegMaturityMonthYear | N | Individual leg instrument maturity. Format YYYYMM. | +
-| 612 | LegStrikePrice | N | Individual leg strike (for Options Security Type). | +
-| 1358 | LegPutOrCall | N | Individual leg Put or Call (for Options Security Type). Valid values are:<br>0 = Put<br>1 = Call | +
-| 616 | LegSecurityExchange | N | Individual leg Exchange. This is the T4 Exchange ID for this leg. | +
-| 620 | LegSecurityDesc | N | Individual leg instrument description. | +
-| 454 | NoSecurityAltID | N | Number of Alternate Security Identifiers. | +
-| 455 | SecurityAltID | N | Alternate Security Identifier. | +
-| 456 | SecurityAltIDSource | N | Identifies class or source of the SecurityAltID (Tag 455). The following values are allowed:<br>8 = Exchange<br>M = Market Place Assigned | +
-| Standard Trailer | Y | |+
  
-===== Valid Values for SecuritySubType (Tag 762) ===== +^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^ 
-^ Code ^ Description ^ +| | **Message Header** | | Y | MsgType = d | 
-| 0  | None (Outrights) | +| 320 | SecurityReqID | String | Y | Original request ID | 
-| 1  | Calendar Spread | +| 322 | SecurityResponseID | String | Y | Response ID | 
-| 2  | RT Calendar Spread | +| 323 | SecurityResponseType | Int | Y | 4=List returned, 5=Reject | 
-| 3  | Inter Contract Spread | +| 911 | TotNumReports | Int | O | Total definitions in response set | 
-| 4  | Butterfly Spread | +| 207 | SecurityExchange | String | O | T4 Exchange ID | 
-| 5  | Condor Spread | +| 55 | Symbol | String | O | T4 Contract ID | 
-| 6  | Pack Spread | +| 48 | SecurityID | String | O | T4 Market ID | 
-| 7  | Bundle Spread | +| 107 | SecurityDesc | String | O | Instrument description | 
-| 8  | Inter Exchange Spread | +| 167 | SecurityType | String | O | FUT, OPT, STK, SYN, BIN | 
-| 9  | Crack Spread | +| 762 | SecuritySubType | Int | O | Strategy type (see table) | 
-| 10 | Spark Spread | +| 200 | MaturityMonthYear | String | O | Format: YYYYMM | 
-| 11 | Crush Spread | +| 205 | MaturityDay | Int | O | Last trading day | 
-| 12 | Reverse Crush Spread | +| 201 | PutOrCall | Int | O | 0=Put, 1=Call | 
-| 13 | Strip | +| 202 | StrikePrice | Float | O | Option strike | 
-| 14 | Straddle | +| 562 | MinTradeVol | Float | O | Minimum order quantity | 
-| 15 | Strangle | +| 969 | MinPriceAmount | Float | O | Min price increment (decimal mode) | 
-| 16 | Guts | +| 1146 | MinPriceIncrementAmount | String | O | Currency value or tick table | 
-| 17 | Synthetics | +| 6350 | TickRule | String | O | Variable tick table (decimal mode) | 
-| 18 | Combo | +| 9800 | PriceDisplayFormat | Int | O | Decimal places (decimal mode) | 
-| 19 | Vertical Spread | +| 40 | OrdType | Int | O | Supported order types (bitmask) | 
-| 20 | Horizontal Spread | +| 15 | Currency | String | O | Price currency | 
-| 21 | Diagonal Spread | +| 555 | NoLegs | Int | O | Number of strategy legs | 
-| 22 | Ratio Spread | +| →600 | LegSymbol | String | C | Leg contract ID | 
-| 23 | Back Spread | +| →623 | LegRatioQty | Float | C | Leg quantity ratio | 
-| 24 | Covered Call | +| →624 | LegSide | Char | C | 1=Buy, 2=Sell | 
-| 25 | Covered Put | +| →609 | LegSecurityType | String | C | FUT, OPT | 
-| 26 | Married Put | +| →602 | LegSecurityID | String | C | Leg market ID | 
-| 27 | Collar | +| →610 | LegMaturityMonthYear | String | O | Leg maturity YYYYMM | 
-| 28 | Fence | +| →612 | LegStrikePrice | Float | O | Leg option strike | 
-| 29 | Conversion | +| →1358 | LegPutOrCall | Int | O | 0=Put, 1=Call | 
-| 30 | Reverse Conversion | +| →616 | LegSecurityExchange | String | O | Leg exchange ID | 
-| 31 | Box Spread | +| →620 | LegSecurityDesc | String | O | Leg description | 
-| 32 | Jelly Roll | +| 864 | NoEvents | Int | O | Number of events | 
-| 33 | Iron Condor | +| →865 | EventType | Int | C | 1=Day change, 2=Exception | 
-| 34 | Iron Butterfly | +| →866 | EventDate | LocalMktDate | C | Event date | 
-| 35 | Ladder | +| →1145 | EventTime | String | C | Event time | 
-| 36 | Seagull | +| | **Message Trailer** | | Y | |
-| 37 | Strip (Option Strategy) | +
-| 38 | Strap | +
-| 39 | Synthetic Long Stock | +
-| 40 | Synthetic Short Stock | +
-| 41 | Synthetic Long Future | +
-| 42 | Synthetic Short Future | +
-| 43 | Reversal | +
-| 44 | Risk Reversal | +
-| 45 | Calendar Butterfly | +
-| 46 | Calendar Condor | +
-| 47 | Calendar Straddle | +
-| 48 | Calendar Strangle | +
-| 49 | Diagonal Butterfly | +
-| 50 | Diagonal Condor | +
-| 51 | Diagonal Straddle | +
-| 52 | Diagonal Strangle | +
-| 53 | Horizontal Butterfly | +
-| 54 | Horizontal Condor | +
-| 55 | Horizontal Straddle | +
-| 56 | Horizontal Strangle | +
-| 57 | Ratio Butterfly | +
-| 58 | Ratio Condor | +
-| 59 | Ratio Straddle | +
-| 60 | Ratio Strangle | +
-| 61 | Vertical Butterfly | +
-| 62 | Vertical Condor | +
-| 63 | Vertical Straddle | +
-| 64 | Vertical Strangle | +
-| 65 | Box (Synthetic Arbitrage) | +
-| 66 | Diagonal Box | +
-| 67 | Horizontal Box | +
-| 68 | Ratio Box | +
-| 69 | Vertical Box | +
-| 70 | Inter Contract Strip |+
  
-===== Valid Values for OrdType (Tag 40) ===== +===== OrdType Bitmask Values ===== 
-^ Code ^ Description ^ +^ Bit ^ Value ^ Type ^ 
-| 0       | Market is view only | +| 0 | 1 | Market | 
-| 1       | Market orders | +| 1 | 2 | Limit | 
-| 2       | Limit orders | +| 2 | 4 | Stop Market | 
-| 4       | Stop Market | +| 3 | 8 | Stop Limit | 
-| 8       | Stop Limit | +| 5 | 32 | IOC | 
-| 16      | MarketOnOpen | +| 9 | 512 | GTC | 
-| 32      | ImmediateAndCancel | +| 13 | 8192 | MaxShow |
-| 64      | CompleteVolume | +
-| 128     | StatusRequest | +
-| 256     | StopSameLimit | +
-| 512     | GoodTillCancelled | +
-| 1024    | MarketOnClose | +
-| 2048    | MarketModeReliable. Whether or not the market mode values are reliable for this market. | +
-| 4096    | ImpliedMatching. Whether implied orders will match at the exchange or not | +
-| 8192    | MaxShow. Iceberg order type | +
-| 16384   | NoQuotes. This market does not provide any quotes | +
-| 32768   | NoStrategyLegFills. This market does not provide strategy leg fills | +
-| 65536   | NoDayOrders. This market does not support day orders (Time-In-Force) | +
-| 131072  | RFQ. This market supports RFQ's |+
  
 ===== Sample Messages ===== ===== Sample Messages =====
  
-===== Sample Message for an Outright =====+**Outright Future:**
 <code> <code>
-<< 4/14/2014 2:06:21 PM  [fixsecuritydefinition] 34=37|49=T4|56=T4Example|50=T4FIX|52=20140414-19:06:48.230|320=sc-444-14:06:20.9531947|322=sd-4/14/2014 2:06:48 PM|323=4|911=1|55=ES|107=SIM:E-mini S&P 500 Jun14|48=CME_20140600_ESM4|40=2083|207=CME_Eq|200=201406|205=20|167=FUT|762=0|562=1|15=USD|1146=12.5|5770=25/1| +8=FIX.4.2|9=280|35=d|49=T4|56=T4Example|50=T4FIX|52=20140414-19:06:48.230| 
-[FIXSECURITYDEFINITION] +320=sc-444-14:06:20.9531947|322=sd-4/14/2014 2:06:48 PM|323=4|911=1| 
-[MsgSeqNum] 34 = 37 +55=ES|107=SIM:E-mini S&P 500 Jun14|48=CME_20140600_ESM4|40=2083| 
-[SenderCompID] 49 = T4 +207=CME_Eq|200=201406|205=20|167=FUT|762=0|562=1|15=USD| 
-[TargetCompID] 56 = T4Example +1146=12.5|5770=25/1|10=123|
-[SenderSubID] 50 = T4FIX +
-[SendingTime] 52 = 20140414-19:06:48.230 +
-[SecurityReqID] 320 = sc-444-14:06:20.9531947 +
-[SecurityResponseID] 322 = sd-4/14/2014 2:06:48 PM +
-[SecurityResponseType] 323 = 4 (LIST_OF_SECURITIES_RETURNED_PER_REQUEST) +
-[TotNumReports] 911 = 1 +
-[Symbol] 55 = ES +
-[SecurityDesc] 107 = SIM:E-mini S&P 500 Jun14 +
-[SecurityID] 48 = CME_20140600_ESM4 +
-[OrdType] 40 = 2083 (MARKET | LIMIT | IMMEDIATEANDCANCEL | MARKETMODERELIABLE) +
-[SecurityExchange] 207 = CME_Eq +
-[MaturityMonthYear] 200 = 201406 +
-[MaturityDay] 205 = 20 +
-[SecurityType] 167 = FUT (FUTURE) +
-[SecuritySubType] 762 = 0 (NONE) +
-[MinTradeVol] 562 = 1 +
-[Currency] 15 = USD +
-[MinPriceIncrementAmount] 1146 = 12.5 +
-[PriceRatio] 5770 = 25/1+
 </code> </code>
  
-===== Sample Message for a Calendar Spread =====+**Calendar Spread:**
 <code> <code>
-<< 4/14/2014 2:08:37 PM  [fixsecuritydefinition] 34=43|49=T4|56=T4Example|50=T4FIX|52=20140414-19:09:04.497|320=sc-89-14:08:37.2241156|322=sd-4/14/2014 2:09:04 PM|323=4|911=10|55=ES|107=SIM:E-mini S&P 500 -Jun14+Sep14|48=CME_20140600_ESM4-ESU4|40=2083|207=CME_Eq|200=201406|205=20|167=FUT|762=1|562=1|15=USD|1146=2.5|5770=5/1|555=2|600=ES|623=-1|624=2|609=FUT|602=CME_20140600_ESM4|556=USD|610=201406|616=CME_Eq|620=SIM:E-mini S&P 500 Jun14|600=ES|623=1|624=1|609=FUT|602=CME_20140900_ESU4|556=USD|610=201409|616=CME_Eq|620=SIM:E-mini S&P 500 Sep14| +8=FIX.4.2|9=450|35=d|49=T4|56=T4Example|50=T4FIX|52=20140414-19:09:04.497| 
-[FIXSECURITYDEFINITION] +320=sc-89-14:08:37.2241156|322=sd-4/14/2014 2:09:04 PM|323=4|911=10| 
-[MsgSeqNum] 34 = 43 +55=ES|107=SIM:E-mini S&P 500 -Jun14+Sep14|48=CME_20140600_ESM4-ESU4| 
-[SenderCompID] 49 = T4 +40=2083|207=CME_Eq|200=201406|205=20|167=FUT|762=1|562=1|15=USD| 
-[TargetCompID] 56 = T4Example +1146=2.5|5770=5/1|555=2| 
-[SenderSubID] 50 = T4FIX +600=ES|623=-1|624=2|609=FUT|602=CME_20140600_ESM4|610=201406|616=CME_Eq| 
-[SendingTime] 52 = 20140414-19:09:04.497 +600=ES|623=1|624=1|609=FUT|602=CME_20140900_ESU4|610=201409|616=CME_Eq|10=234|
-[SecurityReqID] 320 = sc-89-14:08:37.2241156 +
-[SecurityResponseID] 322 = sd-4/14/2014 2:09:04 PM +
-[SecurityResponseType] 323 = 4 (LIST_OF_SECURITIES_RETURNED_PER_REQUEST) +
-[TotNumReports] 911 = 10 +
-[Symbol] 55 = ES +
-[SecurityDesc] 107 = SIM:E-mini S&P 500 -Jun14+Sep14 +
-[SecurityID] 48 = CME_20140600_ESM4-ESU4 +
-[OrdType] 40 = 2083 (MARKET | LIMIT | IMMEDIATEANDCANCEL | MARKETMODERELIABLE) +
-[SecurityExchange] 207 = CME_Eq +
-[MaturityMonthYear] 200 = 201406 +
-[MaturityDay] 205 = 20 +
-[SecurityType] 167 = FUT (FUTURE) +
-[SecuritySubType] 762 = 1 (CALENDAR_SPREAD) +
-[MinTradeVol] 562 = 1 +
-[Currency] 15 = USD +
-[MinPriceIncrementAmount] 1146 = 2.5 +
-[PriceRatio] 5770 = 5/1 +
-[NoLegs] 555 = 2 +
-[LegSymbol] 600 = ES +
-[LegRatioQty] 623 = -1 +
-[LegSide] 624 = 2 (SELL) +
-[LegSecurityType] 609 = FUT +
-[LegSecurityID] 602 = CME_20140600_ESM4 +
-[LegCurrency] 556 = USD +
-[LegMaturityMonthYear] 610 = 201406 +
-[LegSecurityExchange] 616 = CME_Eq +
-[LegSecurityDesc] 620 = SIM:E-mini S&P 500 Jun14 +
-[LegSymbol] 600 = ES +
-[LegRatioQty] 623 = 1 +
-[LegSide] 624 = 1 (BUY) +
-[LegSecurityType] 609 = FUT +
-[LegSecurityID] 602 = CME_20140900_ESU4 +
-[LegCurrency] 556 = USD +
-[LegMaturityMonthYear] 610 = 201409 +
-[LegSecurityExchange] 616 = CME_Eq +
-[LegSecurityDesc] 620 = SIM:E-mini S&P 500 Sep14+
 </code> </code>
  
-===== Sample Message for a (Call) Option ===== +===== Notes ===== 
-<code> +  * Multiple messages may be sent per request 
-<< 4/14/2014 2:11:39 PM  [fixsecuritydefinition] 34=197|49=T4|56=T4Example|50=T4FIX|52=20140414-19:11:41.544|320=sc-58-14:11:14.2592712|322=sd-4/14/2014 2:11:41 PM|323=4|911=235|55=ES|107=SIM:E-mini S&P 500 Jun14 181000C|48=CME_20140600_ESM4 C1810|40=2082|207=CME_EqOp|200=201406|205=20|167=OPT|762=0|201=1|202=181000|562=1|15=USD|1146=5;P<-500=25;P>500=25;|5770=5/1| +  * Tag 40 uses bitwise flags for order types 
-[FIXSECURITYDEFINITION] +  * Decimal mode (372=D) provides additional pricing fields
-[MsgSeqNum] 34 = 197 +
-[SenderCompID] 49 = T4 +
-[TargetCompID] 56 = T4Example +
-[SenderSubID] 50 = T4FIX +
-[SendingTime] 52 = 20140414-19:11:41.544 +
-[SecurityReqID] 320 = sc-58-14:11:14.2592712 +
-[SecurityResponseID] 322 = sd-4/14/2014 2:11:41 PM +
-[SecurityResponseType] 323 = 4 (LIST_OF_SECURITIES_RETURNED_PER_REQUEST) +
-[TotNumReports] 911 = 235 +
-[Symbol] 55 = ES +
-[SecurityDesc] 107 = SIM:E-mini S&P 500 Jun14 181000C +
-[SecurityID] 48 = CME_20140600_ESM4 C1810 +
-[OrdType] 40 = 2082 (LIMIT | IMMEDIATEANDCANCEL | MARKETMODERELIABLE) +
-[SecurityExchange] 207 = CME_EqOp +
-[MaturityMonthYear] 200 = 201406 +
-[MaturityDay] 205 = 20 +
-[SecurityType] 167 = OPT (OPTION) +
-[SecuritySubType] 762 = 0 (NONE) +
-[PutOrCall] 201 = 1 (CALL) +
-[StrikePrice] 202 = 181000 +
-[MinTradeVol] 562 = 1 +
-[Currency] 15 = USD +
-[MinPriceIncrementAmount] 1146 = 5;P<-500=25;P>500=25; +
-[PriceRatio] 5770 = 5/1 +
-</code> +
- +
-===== Sample Message for multi-leg strategy (Straddle) ===== +
-<code> +
-<< 4/14/2014 2:16:42 PM  [fixsecuritydefinition] 34=393|49=T4|56=T4Example|50=T4FIX|52=20140414-19:16:52.018|320=sc-282-14:16:24.7411475|322=sd-4/14/2014 2:16:52 PM|323=4|911=165|55=ES|107=SIM:E-mini S&P 500 Straddle +Jun14 181000C+(181000P)|48=XCME_EqOp ES (M14C 181000)(M14P 181000)|40=2082|207=CME_EqOp|200=201406|205=20|167=OPT|762=33|562=1|15=USD|1146=5;P<-500=25;P>500=25;|5770=5/1|555=2|600=ES|623=1|624=1|609=OPT|602=CME_20140600_ESM4 C1810|556=USD|610=201406|612=181000|1358=1|616=CME_EqOp|620=SIM:E-mini S&P 500 Jun14 181000C|600=ES|623=1|624=1|609=OPT|602=CME_20140600_ESM4 P1810|556=USD|610=201406|612=181000|1358=0|616=CME_EqOp|620=SIM:E-mini S&P 500 Jun14 181000P| +
-[FIXSECURITYDEFINITION] +
-[MsgSeqNum] 34 = 393 +
-[SenderCompID] 49 = T4 +
-[TargetCompID] 56 = T4Example +
-[SenderSubID] 50 = T4FIX +
-[SendingTime] 52 = 20140414-19:16:52.018 +
-[SecurityReqID] 320 = sc-282-14:16:24.7411475 +
-[SecurityResponseID] 322 = sd-4/14/2014 2:16:52 PM +
-[SecurityResponseType] 323 = 4 (LIST_OF_SECURITIES_RETURNED_PER_REQUEST) +
-[TotNumReports] 911 = 165 +
-[Symbol] 55 = ES +
-[SecurityDesc] 107 = SIM:E-mini S&P 500 Straddle +Jun14 181000C+(181000P) +
-[SecurityID] 48 = XCME_EqOp ES (M14C 181000)(M14P 181000) +
-[OrdType] 40 = 2082 (LIMIT | IMMEDIATEANDCANCEL | MARKETMODERELIABLE) +
-[SecurityExchange] 207 = CME_EqOp +
-[MaturityMonthYear] 200 = 201406 +
-[MaturityDay] 205 = 20 +
-[SecurityType] 167 = OPT (OPTION) +
-[SecuritySubType] 762 = 33 (STRADDLE) +
-[MinTradeVol] 562 = 1 +
-[Currency] 15 = USD +
-[MinPriceIncrementAmount] 1146 = 5;P<-500=25;P>500=25; +
-[PriceRatio] 5770 = 5/1 +
-[NoLegs] 555 = 2 +
-[LegSymbol] 600 = ES +
-[LegRatioQty] 623 = 1 +
-[LegSide] 624 = 1 (BUY) +
-[LegSecurityType] 609 = OPT +
-[LegSecurityID] 602 = CME_20140600_ESM4 C1810 +
-[LegCurrency] 556 = USD +
-[LegMaturityMonthYear] 610 = 201406 +
-[LegStrikePrice] 612 = 181000 +
-[LegPutOrCall] 1358 = 1 (CALL) +
-[LegSecurityExchange] 616 = CME_EqOp +
-[LegSecurityDesc] 620 = SIM:E-mini S&P 500 Jun14 181000C +
-[LegSymbol] 600 = ES +
-[LegRatioQty] 623 = 1 +
-[LegSide] 624 = 1 (BUY) +
-[LegSecurityType] 609 = OPT +
-[LegSecurityID] 602 = CME_20140600_ESM4 P1810 +
-[LegCurrency] 556 = USD +
-[LegMaturityMonthYear] 610 = 201406 +
-[LegStrikePrice] 612 = 181000 +
-[LegPutOrCall] 1358 = 0 (PUT) +
-[LegSecurityExchange] 616 = CME_EqOp +
-[LegSecurityDesc] 620 = SIM:E-mini S&P 500 Jun14 181000P +
-</code> +
- +
-[[developers:legacy_fix_api|T4 FIX API Home]]+
  • developers/fixapi/securitydefinition.1757640847.txt.gz
  • Last modified: 2025/09/12 01:34
  • by chad