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developers:fixapi.securitydefinition [2025/08/13 12:23] – robdevelopers:fixapi.securitydefinition [2025/08/13 12:52] (current) – rob
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 ====== Security Definition ====== ====== Security Definition ======
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-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.+===== Defining Instruments ===== 
 +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. 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 Dictionary ===== ===== Message Dictionary =====
-<WRAP datatable> +^ Tag ^ Field Name ^ Req'd ^ Comments ^ 
-^ Tag  ^ Field Name       ^ Req'd ^ Comments ^ +| Standard Header | Y | MsgType = d | 
-|<bgcolor="#f2f2f2"> 8    | BeginString      | Y     | FIX protocol version. Always 'FIX.4.2'. | +| 320 | SecurityReqID | Y | Security Definition Request identifier. Must be unique to distinguish security definition requests. | 
-| 35   | MsgType          | Y     | Message type. | +| 322 | SecurityResponseID | Y | ID of current Security Definition message. | 
-|<bgcolor="#f2f2f2"> 34   | MsgSeqNum        | Y     | Message sequence number. | +| 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). | 
-| 49   | SenderCompID     | Y     | Assigned value used to identify firm sending message. | +| 911 | TotNumReports | N | Total number of Security Definitions associated with its Security Definition Request. | 
-|<bgcolor="#f2f2f2"> 56   | TargetCompID     | Y     | Assigned value used to identify receiving firm. | +| 207 | SecurityExchange | N | Exchange. This is the T4 Exchange ID. | 
-| 52   | SendingTime      | Y     | Time of message transmission (UTC). | +| 55 | Symbol | N | Contract within an Exchange. This is the T4 Contract ID. | 
-|<bgcolor="#f2f2f2"> 1    | Account          | N     | Account mnemonic as agreed between broker and institution. | +| 48 | SecurityID | N | Market (i.e. Security) for a given Contract. This is the T4 Market ID. | 
-| 55   | Symbol           | Y     | Common, "human understood" representation of the security. | +| 107 | SecurityDesc | N | Security Description. The description may also refer to contracts (for Get Contract IDs requests) or exchanges (for Get Exchange IDs requests). | 
-|<bgcolor="#f2f2f2"> 48   | SecurityID       | N     | Security ID as defined by the exchange. | +| 200 | MaturityMonthYear | N | Specifies the month and year of maturity. Format YYYYMM. | 
-| 22   | IDSource         | N     | Identifies class or source of the SecurityID. | +| 205 | MaturityDay | N | Maturity Day. Last Trading day for the current market. | 
-|<bgcolor="#f2f2f2"> 167  | SecurityType     | Y     | Type of security (e.g., FUT, OPT). | +| 562 | MinTradeVol | N | The minimum trading volume for the security. | 
-| 762  | SecuritySubType  | N     | Security SubType that further describes the security:<br> +| 969 | MinPriceAmount | N | The minimum price movement in this market. Only present if you login with 372=D. | 
-0 = None (outright)<br> +| 9850 | MinCabPrice | N | The minimum cab price for this market. Only present if you login with 372=D. | 
-1 = Calendar Spread<br> +| 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. | 
-2 = RT Calendar Spread<br> +| 9800 | PriceDisplayFormat | N | The number of decimal places in a price for this market. Only present if you login with 372=D. | 
-3 = Inter Contract Spread<br> +| 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. | 
-4 = Butterfly<br> +| 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). | 
-5 = Condor<br> +| 201 | PutOrCall | N | Put Or Call identifier (for Options Security Type). The following values can be used:<br>0 = Put<br>1 = Call | 
-6 = Ratio Spread<br> +| 202 | StrikePrice | N | Strike Price (for Options Security Type). | 
-7 = Pack<br> +| 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 | 
-8 = Bundle<br> +| 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 | 
-9 = Straddle<br> +| 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 | 
-10 = Strangle<br> +| 15 | Currency | N | Currency of Market Prices. | 
-11 = Strip<br> +| 864 | NoEvents | N | Number of events for contract. | 
-12 = Guts<br> +| 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. | 
-13 = Calendar Straddle<br> +| 866 | EventDate | N | Date of the event. | 
-14 = Calendar Strangle<br> +| 1145 | EventTime | N | Time of the event (in local CST Time or string for Day Change Time Exceptions i.e. Tag 865=2). | 
-15 = Diagonal Calendar Spread<br> +| 555 | NoLegs | N | Number of legs of multi-legged strategy. Must be provided if number of legs is greater than 1. | 
-16 = Vertical Spread<br> +| 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. | 
-17 = Horizontal Spread<br> +| 623 | LegRatioQty | N | Individual leg Quantity Ratio. A negative value indicates a LegSide of Sell. | 
-18 = Covered<br> +| 624 | LegSide | N | Individual leg Side. Valid Values are:<br>1 = Buy<br>2 = Sell | 
-19 = Fence<br> +| 609 | LegSecurityType | N | Individual leg Security Type. Valid values are:<br>FUT = Futures<br>OPT = Options | 
-20 = Risk Reversal<br> +| 602 | LegSecurityID | N | Individual leg Security (Market) identifier for multi-leg instrument. This is T4 Market ID for this leg. | 
-21 = Collar<br> +| 556 | LegCurrency | N | Individual leg Currency for multi-leg instrument. | 
-22 = Call Spread<br> +| 610 | LegMaturityMonthYear | N | Individual leg instrument maturity. Format YYYYMM. | 
-23 = Put Spread<br> +| 612 | LegStrikePrice | N | Individual leg strike (for Options Security Type). | 
-24 = Call Ratio Spread<br> +| 1358 | LegPutOrCall | N | Individual leg Put or Call (for Options Security Type). Valid values are:<br>0 = Put<br>1 = Call | 
-25 = Put Ratio Spread<br> +| 616 | LegSecurityExchange | N | Individual leg Exchange. This is the T4 Exchange ID for this leg. | 
-26 = Synthetic Long<br> +| 620 | LegSecurityDesc | N | Individual leg instrument description. | 
-27 = Synthetic Short<br> +| 454 | NoSecurityAltID | N | Number of Alternate Security Identifiers. | 
-28 = Seagull<br> +| 455 | SecurityAltID | N | Alternate Security Identifier. | 
-29 = Call Ladder<br> +| 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 | 
-30 = Put Ladder<br> +| Standard Trailer | Y | |
-31 = Call Fly<br> +
-32 = Put Fly<br> +
-33 = Iron Butterfly<br> +
-34 = Iron Condor<br> +
-35 = Call Condor<br> +
-36 = Put Condor<br> +
-37 = Diagonal Condor<br> +
-38 = Diagonal Fly<br> +
-39 = Covered Call<br> +
-40 = Covered Put<br> +
-41 = Conversion<br> +
-42 = Reversal<br> +
-43 = Straddle Spread<br> +
-44 = Strangle Spread<br> +
-45 = Combo<br> +
-46 = Straddle vs. Call Spread<br> +
-47 = Straddle vs. Put Spread<br> +
-48 = Box Spread<br> +
-49 = Jelly Roll<br> +
-50 = Strip Fly<br> +
-51 = Strip Condor<br> +
-52 = Strap<br> +
-53 = Strip Ratio<br> +
-54 = Strap Ratio<br> +
-55 = Double Calendar<br> +
-56 = Double Diagonal<br> +
-57 = Christmas Tree<br> +
-58 = Call Christmas Tree<br> +
-59 = Put Christmas Tree<br> +
-60 = Put Back Spread<br> +
-61 = Call Back Spread<br> +
-62 = Ladder<br> +
-63 = Diagonal Ladder<br> +
-64 = Double Ladder<br> +
-65 = Ratio Ladder<br> +
-66 = Double Ratio Ladder<br> +
-67 = Ladder Fly<br> +
-68 = Ladder Condor<br> +
-69 = Ladder Back Spread<br> +
-70 = Ladder Ratio Spread<br> +
-71 = Cross<br> +
-72 = Synthetic Straddle<br> +
-73 = Synthetic Strangle<br> +
-74 = Treasury Tail | +
-|<bgcolor="#f2f2f2"> 15   | Currency         | N     | Currency code (ISO 4217). | +
-| 54   | Side             | Y     | Side of order: 1 = Buy, 2 = Sell. | +
-|<bgcolor="#f2f2f2"> 38   | OrderQty         | Y     | Quantity ordered. | +
-| 40   | OrdType          | Y     | Order type: 1 = Market, 2 = Limit, etc. | +
-|<bgcolor="#f2f2f2"> 44   | Price            | N     | Price per unit of quantity. | +
-| 59   | TimeInForce      | N     | Specifies how long the order remains in effect. | +
-|<bgcolor="#f2f2f2"> 126  | ExpireTime       | N     | Time/Date of order expiration. | +
-| 60   | TransactTime     | Y     | Time the transaction represented by this order occurred. | +
-|<bgcolor="#f2f2f2"> 10   | CheckSum         | Y     | Three-byte, simple checksum. | +
-</WRAP>+
  
 +===== Valid Values for SecuritySubType (Tag 762) =====
 +^ Code ^ Description ^
 +| 0  | None (Outrights) |
 +| 1  | Calendar Spread |
 +| 2  | RT Calendar Spread |
 +| 3  | Inter Contract Spread |
 +| 4  | Butterfly Spread |
 +| 5  | Condor Spread |
 +| 6  | Pack Spread |
 +| 7  | Bundle Spread |
 +| 8  | Inter Exchange Spread |
 +| 9  | Crack Spread |
 +| 10 | Spark Spread |
 +| 11 | Crush Spread |
 +| 12 | Reverse Crush Spread |
 +| 13 | Strip |
 +| 14 | Straddle |
 +| 15 | Strangle |
 +| 16 | Guts |
 +| 17 | Synthetics |
 +| 18 | Combo |
 +| 19 | Vertical Spread |
 +| 20 | Horizontal Spread |
 +| 21 | Diagonal Spread |
 +| 22 | Ratio Spread |
 +| 23 | Back Spread |
 +| 24 | Covered Call |
 +| 25 | Covered Put |
 +| 26 | Married Put |
 +| 27 | Collar |
 +| 28 | Fence |
 +| 29 | Conversion |
 +| 30 | Reverse Conversion |
 +| 31 | Box Spread |
 +| 32 | Jelly Roll |
 +| 33 | Iron Condor |
 +| 34 | Iron Butterfly |
 +| 35 | Ladder |
 +| 36 | Seagull |
 +| 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) =====
 +^ Code ^ Description ^
 +| 0       | Market is view only |
 +| 1       | Market orders |
 +| 2       | Limit orders |
 +| 4       | Stop Market |
 +| 8       | Stop Limit |
 +| 16      | MarketOnOpen |
 +| 32      | ImmediateAndCancel |
 +| 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 Message for an Outright =====
 +<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|
 +[FIXSECURITYDEFINITION]
 +[MsgSeqNum] 34 = 37
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[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>
 +
 +===== Sample Message for a Calendar Spread =====
 +<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|
 +[FIXSECURITYDEFINITION]
 +[MsgSeqNum] 34 = 43
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20140414-19:09:04.497
 +[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>
 +
 +===== Sample Message for a (Call) Option =====
 +<code>
 +<< 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|
 +[FIXSECURITYDEFINITION]
 +[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.1755087810.txt.gz
  • Last modified: 2025/08/13 12:23
  • by rob