Tag | Field Name | Req'd | Comments |
Standard Header | Y | MsgType = d | |
320 | SecurityReqID | Y | Security Definition Request identifier. Must be unique to distinguish security definition requests. |
322 | SecurityResponseID | Y | ID of current Security Definition message. |
323 | SecurityResponseType | Y | Type of Security Definition message response. The following values can be used:<br>4 = List of Securities returned per request.<br>5 = Reject Security Proposal. Security Definition Requests not Enabled (in Logon message). |
911 | TotNumReports | N | Total number of Security Definitions associated with its Security Definition Request. |
207 | SecurityExchange | N | Exchange. This is the T4 Exchange ID. |
55 | Symbol | N | Contract within an Exchange. This is the T4 Contract ID. |
48 | SecurityID | N | Market (i.e. Security) for a given Contract. This is the T4 Market ID. |
107 | SecurityDesc | N | Security Description. The description may also refer to contracts (for Get Contract IDs requests) or exchanges (for Get Exchange IDs requests). |
200 | MaturityMonthYear | N | Specifies the month and year of maturity. Format YYYYMM. |
205 | MaturityDay | N | Maturity Day. Last Trading day for the current market. |
562 | MinTradeVol | N | The minimum trading volume for the security. |
969 | MinPriceAmount | N | The minimum price movement in this market. Only present if you login with 372=D. |
9850 | MinCabPrice | N | The minimum cab price for this market. Only present if you login with 372=D. |
6350 | TickRule | N | The variable tick table definition. (e.g. 5;P←500=25;p>500=25 indicates a minimum price increment of 5 except when prices are below -500 and above 500 for which a minimum price increment of 25 is applied). Only present if you login with 372=D. |
9800 | PriceDisplayFormat | N | The number of decimal places in a price for this market. Only present if you login with 372=D. |
5770 | PriceRatio | N | Obsolete. Price Ratio as a fraction of Numerator to Denominator. Reduced Ticks Spreads also provide ratios as delineated with the RTS acronym. |
1146 | MinPriceIncrementAmount | N | If you login with 372=D then this is always the currency value of the minimum price increment. Otherwise it is either currency value of the minimum price increment, or the Variable Tick Table (e.g. 5;P←500=25;p>500=25 indicates a minimum price increment of 5 except when prices are below -500 and above 500 for which a minimum price increment of 25 is applied). |
201 | PutOrCall | N | Put Or Call identifier (for Options Security Type). The following values can be used:<br>0 = Put<br>1 = Call |
202 | StrikePrice | N | Strike Price (for Options Security Type). |
167 | SecurityType | N | Indicates type of security. Valid values are:<br>FUT = Futures<br>OPT = Options<br>STK = Stock<br>SYN = Synthetic<br>BIN = Binary Option |
762 | SecuritySubType | N | Security SubType that further describes the security. The following values can be used: 0 = None (outright), 1 = Calendar Spread, 2 = RT Calendar Spread, 3 = Inter Contract Spread, 4 = Butterfly, 5 = Condor, 6 = Double Butterfly, 7 = Horizontal, 8 = Bundle, 9 = Month vs Pack, 10 = Pack, 11 = Pack Spread, 12 = Pack Butterfly, 13 = Bundle Spread, 14 = Strip, 15 = Crack, 16 = Treasury Spread, 17 = Crush, 18 = None, 19 = Threeway, 20 = Threeway Straddle vs Call, 21 = Threeway Straddle vs Put, 22 = Box, 23 = Christmas Tree, 24 = Conditional Curve, 25 = Double, 26 = Horizontal Straddle, 27 = Iron Condor, 28 = Ratio 1×2, 29 = Ratio 1×3, 30 = Ratio 2×3, 31 = Risk Reversal, 32 = Straddle Strip, 33 = Straddle, 34 = Strangle, 35 = Vertical, 36 = Jelly Roll, 37 = Iron Butterfly, 38 = Guts, 39 = Generic, 40 = Diagonal, 41 = Covered Threeway, 42 = Covered Threeway Straddle vs Call, 43 = Covered Threeway Straddle vs Put, 44 = Covered Box, 45 = Covered Christmas Tree, 46 = Covered Conditional Curve, 47 = Covered Double, 48 = Covered Horizontal Straddle, 49 = Covered Iron Condor, 50 = Covered Ratio 1×2, 51 = Covered Ratio 1×3, 52 = Covered Ratio 2×3, 53 = Covered Risk Reversal, 54 = Covered Straddle Strip, 55 = Covered Straddle, 56 = Covered Strangle, 57 = Covered Vertical, 58 = Covered Jelly Roll, 59 = Covered Iron Butterfly, 60 = Covered Guts, 61 = Covered Generic, 62 = Covered Diagonal, 63 = Covered Butterfly, 64 = Covered Condor, 65 = Covered Horizontal, 66 = Covered Strip, 67 = Covered Option, 68 = Balanced Strip, 69 = Unbalanced Strip, 70 = Inter Contract Strip, 71 = Invoice Swap, 72 = Interest Rate Swap, 73 = Average Price Strip, 74 = Treasury Tail |
40 | OrdType | N | T4 Order Types supported by this market. Order Types are provided as a bitwise logically-AND-ed (unsigned) integer. For instance, E-mini S&P 500 March 2013 futures returns an order type integer of 142255 (binary 100010101110101111). This value conveys the following order types as being supported: Market, Limit, StopMarket, StopLimit, ImmediateAndCancel, StatusRequest, StopSameLimit, GoodTillCancelled, MarketModeReliable, MaxShow and RFQ. Integer masks:<br>0 = Market is view only<br>1 = Market orders<br>2 = Limit<br>4 = Stop Market<br>8 = Stop Limit<br>16 = MarketOnOpen<br>32 = ImmediateAndCancel<br>64 = CompleteVolume<br>128 = StatusRequest<br>256 = StopSameLimit<br>512 = GoodTillCancelled<br>1024 = MarketOnClose<br>2048 = MarketModeReliable<br>4096 = ImpliedMatching<br>8192 = MaxShow<br>16384 = NoQuotes<br>32768 = NoStrategyLegFills<br>65536 = NoDayOrders<br>131072 = RFQ |
15 | Currency | N | Currency of Market Prices. |