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--- developers:fixapi.securitydefinitionrequest [2025/08/13 12:05] – [Message Dictionary] rob
+++ developers:fixapi.securitydefinitionrequest [2025/08/13 12:11] (current) – rob
@@ Line 68: / Line 68: @@
   * New market discovery should match contract expiration cycles (e.g., quarterly for CME equities).
-====== Security Definition Request ======
+===== Message Dictionary =====
+^ Tag  ^ Field Name              ^ Req'd ^ Comments                                                                                                    |
+| *Standard Header*              | Y     | MsgType = c                                                                                                |
+| 320  | SecurityReqID           | Y     | Unique identifier for this request.                                                                         |
+| 321  | SecurityRequestType     | Y     | 3 = REQUEST_LIST_SECURITIES (Active markets), 4 = REQUEST_LIST_SECURITIES_ONLY_EXPIRED (Expired markets only)|
+| 167  | SecurityType            | N     | FUT = Futures, OPT = Options, STK = Stock, SYN = Synthetic, BIN = Binary Option                              |
+| 207  | SecurityExchange        | N     | T4 Exchange ID                                                                                               |
+| 55   | Symbol                  | N     | T4 Contract ID                                                                                               |
+| 48   | SecurityID              | N     | T4 Market ID                                                                                                 |
+| 201  | PutOrCall               | N     | 0 = Put, 1 = Call                                                                                            |
+| 200  | MaturityMonthYear       | N     | Format YYYYMM00 or YYYYMM                                                                                    |
+| 762  | SecuritySubType         | N     | Further describes the security (see valid values list)                                                       |
+| *Standard Trailer*             | Y     |                                                                                                              |
-The Security Definition Request message is used to request security definition information from the T4 FIX API. This can include details for outrights, spreads, and various option strategies.
-===== Security Definition Request Dictionary =====
-^ Tag ^ Field Name ^ Req'd ^ Comments |
-| 320 | SecurityReqID        | Y | Unique ID of the Security Definition Request message. |
-| 321 | SecurityRequestType  | Y | Type of request being made (e.g., request by symbol, security type, etc.). |
-| 55  | Symbol               | N | Contract symbol. |
-| 65  | SymbolSfx            | N | Suffix for the symbol. |
-| 167 | SecurityType         | N | Type of security. |
-| 762 | SecuritySubType      | N | Additional subtype for the security. See table below for valid values. |
-| 200 | MaturityMonthYear    | N | Month and year of maturity. Format: YYYYMM. |
-| 205 | MaturityDay          | N | Day of maturity (1–31). |
-| 207 | SecurityExchange     | N | Exchange code. |
-| 461 | CFICode              | N | ISO standard code for security type. |
-| 202 | StrikePrice          | N | Strike price for options. |
-| 311 | UnderlyingSymbol     | N | Symbol for the underlying security. |
-| 693 | LegQty               | N | Quantity of each leg for multi-leg instruments. |
 ===== Valid Values for SecuritySubType (Tag 762) =====
@@ Line 162: / Line 157: @@
 | 70 | Inter Contract Strip |
+====== Sample Messages ======
+Requesting all exchanges
+<code>
+>> 10/15/2012 4:22:27 PM   [FIXSECURITYDEFINITIONREQUEST] 34=2|49=T4Example|56=T4|52=20121015-21:22:27.673|320=sc-10/15/2012 4:22:27 PM|321=3|167=FUT|
+[FIXSECURITYDEFINITIONREQUEST]
+[MsgSeqNum] 34 = 2
+[SenderCompID] 49 = T4Example
+[TargetCompID] 56 = T4
+[SendingTime] 52 = 20121015-21:22:27.673
+[SecurityReqID] 320 = sc-10/15/2012 4:22:27 PM
+[SecurityRequestType] 321 = 3 (REQUEST_LIST_SECURITIES)
+[SecurityType] 167 = FUT (FUTURE)
+</code>
+Requesting all contracts for a specific exchange
+<code>
+>> 10/15/2012 4:22:39 PM   [FIXSECURITYDEFINITIONREQUEST] 34=3|49=T4Example|56=T4|52=20121015-21:22:39.638|320=sc-10/15/2012 4:22:39 PM|321=3|167=FUT|207=CME_Eq|
+[FIXSECURITYDEFINITIONREQUEST]
+[MsgSeqNum] 34 = 3
+[SenderCompID] 49 = T4Example
+[TargetCompID] 56 = T4
+[SendingTime] 52 = 20121015-21:22:39.638
+[SecurityReqID] 320 = sc-10/15/2012 4:22:39 PM
+[SecurityRequestType] 321 = 3 (REQUEST_LIST_SECURITIES)
+[SecurityType] 167 = FUT (FUTURE)
+[SecurityExchange] 207 = CME_Eq
+</code>
+Requesting all markets for a specific contract
+<code>
+>> 10/15/2012 4:23:22 PM   [FIXSECURITYDEFINITIONREQUEST] 34=7|49=T4Example|56=T4|52=20121015-21:23:22.117|320=sc-10/15/2012 4:23:22 PM|321=3|55=ES|167=OPT|201=1|207=CME_EqOp|
+[FIXSECURITYDEFINITIONREQUEST]
+[MsgSeqNum] 34 = 7
+[SenderCompID] 49 = T4Example
+[TargetCompID] 56 = T4
+[SendingTime] 52 = 20121015-21:23:22.117
+[SecurityReqID] 320 = sc-10/15/2012 4:23:22 PM
+[SecurityRequestType] 321 = 3 (REQUEST_LIST_SECURITIES)
+[Symbol] 55 = ES
+[SecurityType] 167 = OPT (OPTION)
+[PutOrCall] 201 = 1 (CALL)
+[SecurityExchange] 207 = CME_EqOp
+</code>
+Requesting a specific market
+<code>
+>> 10/15/2012 4:40:18 PM   [FIXSECURITYDEFINITIONREQUEST] 34=4|49=T4Example|56=T4|52=20121015-21:40:18.421|320=sc-10/15/2012 4:40:18 PM|321=3|55=ES|167=FUT|207=CME_Eq|48=CME_20121200_ESZ2|
+[FIXSECURITYDEFINITIONREQUEST]
+[MsgSeqNum] 34 = 4
+[SenderCompID] 49 = T4Example
+[TargetCompID] 56 = T4
+[SendingTime] 52 = 20121015-21:40:18.421
+[SecurityReqID] 320 = sc-10/15/2012 4:40:18 PM
+[SecurityRequestType] 321 = 3 (REQUEST_LIST_SECURITIES)
+[Symbol] 55 = ES
+[SecurityType] 167 = FUT (FUTURE)
+[SecurityExchange] 207 = CME_Eq
+[SecurityID] 48 = CME_20121200_ESZ2
+</code>
+[[developers:legacy_fix_api|T4 FIX API Home]]