developers:fixapi.securitydefinition

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developers:fixapi.securitydefinition [2025/08/13 12:47] – robdevelopers:fixapi.securitydefinition [2025/08/13 12:52] (current) – rob
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 | 131072  | RFQ. This market supports RFQ's | | 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.1755089260.txt.gz
  • Last modified: 2025/08/13 12:47
  • by rob