developers:fixapi.securitydefinitionrequest [WIKI]

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====== Security Definition Request ======

===== Enabling Security Definition Requests =====
To receive Security Definitions as responses to Security Definition Requests, the initiating FIX session **Logon** message must have **Tag 372 (RefMsgType)** set to `"c"` (Enable security definitions requests).  
Requests that are not enabled will be rejected with a Security Definition containing **SecurityResponseType = Reject Security Proposal (Tag 323=5)**.

===== Definition of Securities =====
The T4 FIX API provides a mechanism to list the securities available for trading and market data streaming.  
All Security Definition Request messages (**Tag 35=c**) are successfully responded with one or more **Security Definition** messages.

For outrights, spreads, options and multi-legged strategies, result sets contain:
  * 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

The **Security Definition Request** may interrogate the T4 FIX API for:
  * Available exchanges
  * Contracts within an exchange
  * Markets for a specific contract

**SecurityRequestType (Tag 321)** is always set to request the list of securities (**Tag 321=3**).  
Returned record sets are determined by the combination of:
  * **SecurityType (Tag 167)**
  * **SecurityExchange (Tag 207)**
  * **Symbol (Tag 55)**
  * **SecurityID (Tag 48)**

===== Identifiers =====
  * **Exchange** — Unique Exchange ID (**Tag 207 - SecurityExchange**)
  * **Contract** — Contract ID (**Tag 55 - Symbol**)
  * **Market** — Unique Market ID (**Tag 48 - SecurityID**)

===== Supported Use Cases =====
  - **List Exchanges (Get Exchange IDs)**  
    Set SecurityType (Tag 167). Returns all Exchange IDs in Tag 207 with description.

  - **List Contracts within an Exchange (Get Contract IDs)**  
    Requires SecurityType (Tag 167) and SecurityExchange (Tag 207). Optional PutOrCall (Tag 201) for options.  
    Returns all Contract IDs (Tag 55) with description (Tag 107).

  - **List Current Markets of a Specific Contract (Get Market IDs)**  
    Requires SecurityType (Tag 167), SecurityExchange (Tag 207), Symbol (Tag 55).  
    Optional SecuritySubType (Tag 762) to filter results. Returns Market IDs in Tag 48.

  - **List a Specific Current Market (Get Market ID)**  
    Same as above, but includes SecurityID (Tag 48) for the specific market.

  - **List Expired Markets for a Specific Maturity**  
    Requires SecurityType (Tag 167), SecurityExchange (Tag 207), Symbol (Tag 55),  
    SecurityRequestType = REQUEST_LIST_SECURITIES_ONLY_EXPIRED, MaturityMonthYear (Tag 200).

  - **List All Only Expired Markets**  
    Requires SecurityType (Tag 167), SecurityExchange (Tag 207), Symbol (Tag 55),  
    SecurityRequestType = REQUEST_LIST_SECURITIES_ONLY_EXPIRED.

===== Interactive Usage =====
Security Definition Requests are **progressive and incremental**:
  * Send a request → process all responses → send the next request.
  * **Batching is not supported** — may cause performance issues or disconnection.
  * Avoid re-requesting all instruments on every FIX session logon — cache definitions where possible.
  * New market discovery should match contract expiration cycles (e.g., quarterly for CME equities).

===== 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     |                                                                                                              |


===== 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 |

====== 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>


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