====== SECURITY DEFINITION [35=d] ======

The Security Definition message returns instrument characteristics in response to Security Definition Request queries.

===== Message Specification =====

**Message Direction:** T4 → Client

^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^
| | **Message Header** | | Y | MsgType = d |
| 320 | SecurityReqID | String | Y | Original request ID |
| 322 | SecurityResponseID | String | Y | Response ID |
| 323 | SecurityResponseType | Int | Y | 4=List returned, 5=Reject |
| 911 | TotNumReports | Int | O | Total definitions in response set |
| 207 | SecurityExchange | String | O | T4 Exchange ID |
| 55 | Symbol | String | O | T4 Contract ID |
| 48 | SecurityID | String | O | T4 Market ID |
| 107 | SecurityDesc | String | O | Instrument description |
| 167 | SecurityType | String | O | FUT, OPT, STK, SYN, BIN |
| 762 | SecuritySubType | Int | O | Strategy type (see table) |
| 200 | MaturityMonthYear | String | O | Format: YYYYMM |
| 205 | MaturityDay | Int | O | Last trading day |
| 201 | PutOrCall | Int | O | 0=Put, 1=Call |
| 202 | StrikePrice | Float | O | Option strike |
| 562 | MinTradeVol | Float | O | Minimum order quantity |
| 969 | MinPriceAmount | Float | O | Min price increment (decimal mode) |
| 1146 | MinPriceIncrementAmount | String | O | Currency value or tick table |
| 6350 | TickRule | String | O | Variable tick table (decimal mode) |
| 9800 | PriceDisplayFormat | Int | O | Decimal places (decimal mode) |
| 40 | OrdType | Int | O | Supported order types (bitmask) |
| 15 | Currency | String | O | Price currency |
| 555 | NoLegs | Int | O | Number of strategy legs |
| →600 | LegSymbol | String | C | Leg contract ID |
| →623 | LegRatioQty | Float | C | Leg quantity ratio |
| →624 | LegSide | Char | C | 1=Buy, 2=Sell |
| →609 | LegSecurityType | String | C | FUT, OPT |
| →602 | LegSecurityID | String | C | Leg market ID |
| →610 | LegMaturityMonthYear | String | O | Leg maturity YYYYMM |
| →612 | LegStrikePrice | Float | O | Leg option strike |
| →1358 | LegPutOrCall | Int | O | 0=Put, 1=Call |
| →616 | LegSecurityExchange | String | O | Leg exchange ID |
| →620 | LegSecurityDesc | String | O | Leg description |
| 864 | NoEvents | Int | O | Number of events |
| →865 | EventType | Int | C | 1=Day change, 2=Exception |
| →866 | EventDate | LocalMktDate | C | Event date |
| →1145 | EventTime | String | C | Event time |
| | **Message Trailer** | | Y | |

===== OrdType Bitmask Values =====
^ Bit ^ Value ^ Type ^
| 0 | 1 | Market |
| 1 | 2 | Limit |
| 2 | 4 | Stop Market |
| 3 | 8 | Stop Limit |
| 5 | 32 | IOC |
| 9 | 512 | GTC |
| 13 | 8192 | MaxShow |

===== Sample Messages =====

**Outright Future:**
<code>
8=FIX.4.2|9=280|35=d|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|10=123|
</code>

**Calendar Spread:**
<code>
8=FIX.4.2|9=450|35=d|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|610=201406|616=CME_Eq|
600=ES|623=1|624=1|609=FUT|602=CME_20140900_ESU4|610=201409|616=CME_Eq|10=234|
</code>

===== Notes =====
  * Multiple messages may be sent per request
  * Tag 40 uses bitwise flags for order types
  * Decimal mode (372=D) provides additional pricing fields