TT® FIX

Security Definition Request (c) Message

Purpose

Used to request contract information

Message Direction

From a FIX client to the TT FIX

Supported Tags

Tag # Field Name Req’d Data type Comments
Component Block <Standard Header> Y 35=c (MsgType)
320 SecurityReqID Y String

Unique ID for this request

TT FIX includes this tag in its responses to this Security Definition (d) request.

321 SecurityRequestType N int

Type of security definition requested

If sent, the FIX Client must set this tag to 3 (Request List Securities).

17000 RequestTickTable N Boolean

Whether the TT FIX should include a tick table in the response.

Valid values include:

  • Y: If available, send a tick table
  • N: Do not send a tick table (default for omitted tag)

If you need to determine the tick size or tick value for a contract, you must set this value to Y. For more information, see the Message Notes section for the Security Definition (d) message.

55 Symbol N String

Exchange-provided product symbol for the tradable product.

If you specify a value, TT FIX returns Security Definition (d) messages for only those contracts whose product symbols match the specified value.

167 SecurityType Y String

Asset class of the instrument

Possible values include:

  • FUT: future
  • MLEG: multi-leg
  • OPT: option
  • SPOT: EEX spot products
  • TBOND: treasury bond
  • NONE: No security type

If you specify a value, TT FIX returns Security Definition (d) messages for only those contracts whose security types match the specified value.

207 SecurityExchange Y String

Name of the market where the instrument trades

TT FIX uses this value to identify a security.

Possible values include:

  • AGGREGATOR
  • ASE
  • ASX
  • BrokerTec
  • BVMF
  • CFE
  • CME
  • EEX
  • Eris
  • eSpeed
  • Eurex
  • Euronext
  • ICE
  • ICE_L
  • KCG
  • MEFF
  • MX
  • NDAQ_EU
  • NFX
  • NLX
  • OSE
  • SGX
  • TFX
  • TOCOM
48 SecurityID N String

TT security ID that uniquely identifies an instrument in the TT platform.

If you specify a value, TT FIX returns Security Definition (d) messages only for only the single instrument whose security ID matches the specified value.

Note: If Tag 48 (SecurityID) is provided, no other tags to identify the instrument are needed.

Component Block <Standard Trailer> Y

Message Notes

The Security Definition Request (c) message is used by FIX clients to request contract data.

You can filter your security definitions so that TT FIX supplies only those instruments that match the specified values for one or more of the following tags:

  • Tag 55 (Symbol)
  • Tag 167 (SecurityType)
  • Tag 207 (SecurityExchange)
  • Tag 48 (SecurityID)

    If Tag 48 (SecurityID) is provided, you must also provide Tag 207 (SecurityExchange).

Sending a Security Definition Request (c) message instructs TT FIX to subscribe for contracts that match the filter criteria. TT FIX sends Security Definition (d) messages for all matching contracts and sends new Security Definition (d) messages if any of the contract details, such as tick size, change. Additionally, if a market adds a new contract that matches the filter criteria, TT FIX automatically sends a Security Definition (d) message for the new contract.

TT FIX uses AND logic to build the query, so specifying multiple tags reduces the matched securities. If you send none of the tags in the request, TT FIXreturns all securities for all visible markets.

Note: If TT FIX finds no contracts that match the specified filter, it sends no response back to the FIX client

Related Information

Security Definition (d)