developers:fixapi.securitydefinition

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developers:fixapi.securitydefinition [2025/08/13 12:38] – robdevelopers:fixapi.securitydefinition [2025/08/13 12:52] (current) – rob
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 | 320 | SecurityReqID | Y | Security Definition Request identifier. Must be unique to distinguish security definition requests. | | 320 | SecurityReqID | Y | Security Definition Request identifier. Must be unique to distinguish security definition requests. |
 | 322 | SecurityResponseID | Y | ID of current Security Definition message. | | 322 | SecurityResponseID | Y | ID of current Security Definition message. |
-| 323 | SecurityResponseType | Y | Type of Security Definition message response. The following values can be used: 4 = List of Securities returned per request, 5 = Reject Security Proposal. Security Definition Requests not Enabled (in Logon 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. | | 911 | TotNumReports | N | Total number of Security Definitions associated with its Security Definition Request. |
 | 207 | SecurityExchange | N | Exchange. This is the T4 Exchange ID. | | 207 | SecurityExchange | N | Exchange. This is the T4 Exchange ID. |
 | 55 | Symbol | N | Contract within an Exchange. This is the T4 Contract 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. |+| 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). | | 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. | | 200 | MaturityMonthYear | N | Specifies the month and year of maturity. Format YYYYMM. |
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 | 969 | MinPriceAmount | N | The minimum price movement in this market. Only present if you login with 372=D. | | 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. | | 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. 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. | | 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. | +| 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 | Always the currency value of the minimum price increment if 372=D login, otherwise currency or Variable Tick Table. | +| 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). Values: 0 = Put, 1 = Call |+| 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). | | 202 | StrikePrice | N | Strike Price (for Options Security Type). |
-| 167 | SecurityType | N | Indicates type of security. FUT = Futures, OPT = Options, STK = Stock, SYN = Synthetic, 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, ... 74 = Treasury Tail | 
-===== Security SubType (Tag 762) ===== +| 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 |
-^ Tag ^ Field Name ^ Req'd ^ Comments ^ +
-| 762 | SecuritySubType | N | Security SubType that further describes the security. Values include: 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 | +
- +
-===== Order Type (Tag 40) ===== +
-^ Tag ^ Field Name ^ Req'd ^ Comments ^ +
-| 40 | OrdType | N | T4 Order Types supported by this market. Provided as a bitwise logically-AND-ed integer. Examples: 0=Market view only, 1=Market orders, 2=Limit, 4=Stop Market, 8=Stop Limit, 16=MarketOnOpen, 32=ImmediateAndCancel, 64=CompleteVolume, 128=StatusRequest, 256=StopSameLimit, 512=GoodTillCancelled, 1024=MarketOnClose, 2048=MarketModeReliable, 4096=ImpliedMatching, 8192=MaxShow, 16384=NoQuotes, 32768=NoStrategyLegFills, 65536=NoDayOrders, 131072=RFQ | +
- +
-===== Remaining Tags ===== +
-^ Tag ^ Field Name ^ Req'd ^ Comments ^+
 | 15 | Currency | N | Currency of Market Prices. | | 15 | Currency | N | Currency of Market Prices. |
 | 864 | NoEvents | N | Number of events for contract. | | 864 | NoEvents | N | Number of events for contract. |
-| 865 | EventType | N | Type of Event. Values: 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 in 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 >1. | +| 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. T4 Contract ID for this leg. | +| 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. Negative = Sell. | +| 623 | LegRatioQty | N | Individual leg Quantity Ratio. A negative value indicates a LegSide of Sell. | 
-| 624 | LegSide | N | Individual leg Side. 1=Buy, 2=Sell | +| 624 | LegSide | N | Individual leg Side. Valid Values are:<br>1 = Buy<br>2 = Sell | 
-| 609 | LegSecurityType | N | Individual leg Security Type. FUT=Futures, OPT=Options | +| 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. T4 Market ID for this leg. |+| 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. | | 556 | LegCurrency | N | Individual leg Currency for multi-leg instrument. |
 | 610 | LegMaturityMonthYear | N | Individual leg instrument maturity. Format YYYYMM. | | 610 | LegMaturityMonthYear | N | Individual leg instrument maturity. Format YYYYMM. |
 | 612 | LegStrikePrice | N | Individual leg strike (for Options Security Type). | | 612 | LegStrikePrice | N | Individual leg strike (for Options Security Type). |
-| 1358 | LegPutOrCall | N | Individual leg Put or Call. 0=Put, 1=Call | +| 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. T4 Exchange ID for this leg. |+| 616 | LegSecurityExchange | N | Individual leg Exchange. This is the T4 Exchange ID for this leg. |
 | 620 | LegSecurityDesc | N | Individual leg instrument description. | | 620 | LegSecurityDesc | N | Individual leg instrument description. |
 | 454 | NoSecurityAltID | N | Number of Alternate Security Identifiers. | | 454 | NoSecurityAltID | N | Number of Alternate Security Identifiers. |
 | 455 | SecurityAltID | N | Alternate Security Identifier. | | 455 | SecurityAltID | N | Alternate Security Identifier. |
-| 456 | SecurityAltIDSource | N | Class or source of the SecurityAltID. 8=Exchange, M=Market Place Assigned. |+| 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) ===== 
 +^ 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>
  
-^ 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.1755088726.txt.gz
  • Last modified: 2025/08/13 12:38
  • by rob