developers:fixapi.securitydefinition

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developers:fixapi.securitydefinition [2025/08/13 12:44] – robdevelopers:fixapi.securitydefinition [2025/08/13 12:52] (current) – rob
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 | Standard Trailer | Y | | | 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>
 +
 +===== 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.1755089062.txt.gz
  • Last modified: 2025/08/13 12:44
  • by rob