developers:fixapi:securitydefinitionrequest

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developers:fixapi:securitydefinitionrequest [2025/09/12 01:33] – removed - external edit (Unknown date) 127.0.0.1developers:fixapi:securitydefinitionrequest [2025/09/12 02:37] (current) – chad
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 +====== SECURITY DEFINITION REQUEST [35=c] ======
  
 +The Security Definition Request message queries available trading instruments.
 +
 +===== Prerequisites =====
 +  * Enable via Logon with RefMsgType=c (Tag 372)
 +  * Requests without enablement rejected with SecurityResponseType=5
 +
 +===== Request Types =====
 +^ SecurityRequestType (321) ^ Description ^
 +| 3 | Active markets |
 +| 4 | Expired markets only |
 +
 +===== Query Patterns =====
 +  1. **List Exchanges:** SecurityType only
 +  2. **List Contracts:** SecurityType + SecurityExchange
 +  3. **List Markets:** SecurityType + SecurityExchange + Symbol
 +  4. **Specific Market:** Add SecurityID to above
 +  5. **Expired Markets:** Use SecurityRequestType=4
 +
 +===== Message Specification =====
 +
 +**Message Direction:** Client → T4
 +
 +^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^
 +| | **Message Header** | | Y | MsgType = c |
 +| 320 | SecurityReqID | String | Y | Unique request ID |
 +| 321 | SecurityRequestType | Int | Y | 3=Active, 4=Expired |
 +| 167 | SecurityType | String | O | FUT, OPT, STK, SYN, BIN |
 +| 207 | SecurityExchange | String | O | T4 Exchange ID |
 +| 55 | Symbol | String | O | T4 Contract ID |
 +| 48 | SecurityID | String | O | T4 Market ID |
 +| 201 | PutOrCall | Int | O | 0=Put, 1=Call |
 +| 200 | MaturityMonthYear | String | O | Format: YYYYMM |
 +| 762 | SecuritySubType | String | O | Strategy type (see table) |
 +| | **Message Trailer** | | Y | |
 +
 +===== SecuritySubType Values =====
 +^ Code ^ Type ^
 +| 0 | Outrights |
 +| 1 | Calendar Spread |
 +| 3 | Inter-Contract Spread |
 +| 4 | Butterfly |
 +| 5 | Condor |
 +| 14 | Straddle |
 +| 15 | Strangle |
 +| 19 | Vertical Spread |
 +
 +===== Sample Messages =====
 +
 +**List All Exchanges:**
 +<code>
 +8=FIX.4.2|9=100|35=c|49=T4Example|56=T4|52=20121015-21:22:27.673|
 +320=sc-10/15/2012 4:22:27 PM|321=3|167=FUT|10=123|
 +</code>
 +
 +**List Exchange Contracts:**
 +<code>
 +8=FIX.4.2|9=120|35=c|49=T4Example|56=T4|52=20121015-21:22:39.638|
 +320=sc-10/15/2012 4:22:39 PM|321=3|167=FUT|207=CME_Eq|10=123|
 +</code>
 +
 +**List Contract Markets:**
 +<code>
 +8=FIX.4.2|9=140|35=c|49=T4Example|56=T4|52=20121015-21:23:22.117|
 +320=sc-10/15/2012 4:23:22 PM|321=3|55=ES|167=OPT|201=1|207=CME_EqOp|10=123|
 +</code>
 +
 +**Specific Market:**
 +<code>
 +8=FIX.4.2|9=160|35=c|49=T4Example|56=T4|52=20121015-21:40:18.421|
 +320=sc-10/15/2012 4:40:18 PM|321=3|55=ES|167=FUT|207=CME_Eq|
 +48=CME_20121200_ESZ2|10=123|
 +</code>
 +
 +===== Notes =====
 +  * Process responses before next request (no batching)
 +  * Cache definitions to avoid repeated requests
 +  * Match discovery to contract cycles (e.g., quarterly)