developers:fixapi.securitydefinition

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developers:fixapi.securitydefinition [2025/08/13 12:33] – robdevelopers:fixapi.securitydefinition [2025/08/13 12:52] (current) – rob
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-===== Security Definition =====+====== Security Definition ====== 
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-=== Defining Instruments === +===== 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 (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 =====
 ^ Tag ^ Field Name ^ Req'd ^ Comments ^ ^ Tag ^ Field Name ^ Req'd ^ Comments ^
 | Standard Header | Y | MsgType = d | | Standard Header | Y | MsgType = d |
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 | 202 | StrikePrice | N | Strike Price (for Options Security Type). | | 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 | | 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, 3 = Inter Contract Spread, 4 = Butterfly, 5 = Condor, 6 = Double Butterfly, 7 = Horizontal, 8 = Bundle, 9 = Month vs Pack, 10 = Pack, 11 = Pack Spread, 12 = Pack Butterfly, 13 = Bundle Spread, 14 = Strip, 15 = Crack, 16 = Treasury Spread, 17 = Crush, 18 = None, 19 = Threeway, 20 = Threeway Straddle vs Call, 21 = Threeway Straddle vs Put, 22 = Box, 23 = Christmas Tree, 24 = Conditional Curve, 25 = Double, 26 = Horizontal Straddle, 27 = Iron Condor, 28 = Ratio 1x2, 29 = Ratio 1x3, 30 = Ratio 2x3, 31 = Risk Reversal, 32 = Straddle Strip, 33 = Straddle, 34 = Strangle, 35 = Vertical, 36 = Jelly Roll, 37 = Iron Butterfly, 38 = Guts, 39 = Generic, 40 = Diagonal, 41 = Covered Threeway, 42 = Covered Threeway Straddle vs Call, 43 = Covered Threeway Straddle vs Put, 44 = Covered Box, 45 = Covered Christmas Tree, 46 = Covered Conditional Curve, 47 = Covered Double, 48 = Covered Horizontal Straddle, 49 = Covered Iron Condor, 50 = Covered Ratio 1x2, 51 = Covered Ratio 1x3, 52 = Covered Ratio 2x3, 53 = Covered Risk Reversal, 54 = Covered Straddle Strip, 55 = Covered Straddle, 56 = Covered Strangle, 57 = Covered Vertical, 58 = Covered Jelly Roll, 59 = Covered Iron Butterfly, 60 = Covered Guts, 61 = Covered Generic, 62 = Covered Diagonal, 63 = Covered Butterfly, 64 = Covered Condor, 65 = Covered Horizontal, 66 = Covered Strip, 67 = Covered Option, 68 = Balanced Strip, 69 = Unbalanced Strip, 70 = Inter Contract Strip, 71 = Invoice Swap, 72 = Interest Rate Swap, 73 = Average Price Strip, 74 = Treasury Tail | +| 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. For instance, E-mini S&P 500 March 2013 futures returns an order type integer of 142255 (binary 100010101110101111). This value conveys the following order types as being supported: Market, Limit, StopMarket, StopLimit, ImmediateAndCancel, StatusRequest, StopSameLimit, GoodTillCancelled, MarketModeReliable, MaxShow and RFQ. Integer masks:<br>0 = Market is view only<br>1 = Market orders<br>2 = Limit<br>4 = Stop Market<br>8 = Stop Limit<br>16 = MarketOnOpen<br>32 = ImmediateAndCancel<br>64 = CompleteVolume<br>128 = StatusRequest<br>256 = StopSameLimit<br>512 = GoodTillCancelled<br>1024 = MarketOnClose<br>2048 = MarketModeReliable<br>4096 = ImpliedMatching<br>8192 = MaxShow<br>16384 = NoQuotes<br>32768 = NoStrategyLegFills<br>65536 = NoDayOrders<br>131072 = RFQ |+| 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. | | 15 | Currency | N | Currency of Market Prices. |
- 
-==== Start Repeating Group ==== 
-^ Tag ^ Field Name ^ Req'd ^ Comments ^ 
 | 864 | NoEvents | N | Number of events for contract. | | 864 | NoEvents | N | Number of events for contract. |
-| 865 | EventType | N | Type of Event. 1 = Day Change Time, 2 = Day Change Time Exceptions |+| 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. | | 866 | EventDate | N | Date of the event. |
-| 1145 | EventTime | N | Time of the event (local CST Time or string for Day Change Time Exceptions) |+| 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 | |
  
-==== Start Repeating Group ==== +===== Valid Values for SecuritySubType (Tag 762) ===== 
-^ Tag ^ Field Name ^ Req'd ^ Comments ^ +^ Code ^ Description ^ 
-| 555 | NoLegs | N | Number of legs of multi-legged strategy. Must be provided if number of legs > 1. | +| 0  | None (Outrights) | 
-| 600 | LegSymbol | N | Individual leg Contract. T4 Contract ID. First tag of this group. | +| 1  | Calendar Spread | 
-| 623 | LegRatioQty | N | Individual leg Quantity Ratio. Negative = Sell. | +| 2  | RT Calendar Spread | 
-| 624 | LegSide | N | Individual leg Side. 1 = Buy, 2 = Sell | +| 3  | Inter Contract Spread | 
-| 609 | LegSecurityType | N | Individual leg Security Type: FUT, OPT | +| 4  | Butterfly Spread | 
-| 602 | LegSecurityID | N | Individual leg Market ID | +| 5  | Condor Spread | 
-| 556 | LegCurrency | N | Individual leg Currency | +| 6  | Pack Spread | 
-| 610 | LegMaturityMonthYear | N | Individual leg maturity YYYYMM | +| 7  | Bundle Spread | 
-| 612 | LegStrikePrice | N | Individual leg strike (for Options) | +| 8  | Inter Exchange Spread | 
-| 1358 | LegPutOrCall | N | 0 = Put, 1 = Call | +| 9  | Crack Spread | 
-| 616 | LegSecurityExchange | N | Exchange of the leg | +| 10 | Spark Spread | 
-| 620 | LegSecurityDesc | N | Individual leg instrument description |+| 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 |
  
-==== Start Repeating Group ==== +===== Valid Values for OrdType (Tag 40) ===== 
-^ Tag ^ Field Name ^ Req'd ^ Comments ^ +^ Code ^ Description ^ 
-| 454 | NoSecurityAltID | N | Number of Alternate Security Identifiers | +| 0       | Market is view only | 
-| 455 | SecurityAltID | N | Alternate Security Identifier | +| 1       | Market orders | 
-| 456 | SecurityAltIDSource | N | Identifies class/source of SecurityAltID: 8 = Exchange, M = Market Place Assigned |+| 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>
  
-| Standard Trailer | Y |+===== 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.1755088437.txt.gz
  • Last modified: 2025/08/13 12:33
  • by rob