Alternate ID for an instrument or security, typically for display purposes.

Identifies class or source of the SecurityAltID (455) value.

Possible values include:

• 1: CUSIP number (sent only when provided by the exchange)
• 4: ISIN number
• 5: RIC code
• 8: Exchange security ID
• 91: Ticker Symbol
• 92: TT product family ID (sent only for Security Definition (d) messages)
• 93: TT product ID (sent only for Security Definition (d) messages)
• 94: Alt Symbol (For ICE, the value is the "Cleared Alias" for the contract.)
• 95: Clearport
• 97: Alias
• 98: Name
• 99: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.)
• 100: Energy Identifier Code (EIC). Currently only used for the EPEX exchange.
• A: Bloomberg Code
• H: Clearing House (Inbound Drop Copy only)
• S: OpenFIGI ID

Notes:

99 (Other) is not valid for order routing requests.

At this time, TT does not support FIX order routing or FIX market data subscriptions using CUSIP numbers for BrokerTec Treasury securities on CME.

Note: The following markets support RIC codes (22=5) for identifying futures, spreads and options instruments in tag 455 (SecurityAltID):

• ASX
• DGCX
• CFE
• CME
• EEX
• EUREX
• Euronext
• Hkex
• ICE
• ICE_L
• LME
• MEFF
• MX
• OSE
• SGX
• TFX
• TOCOM

Condition: Sent when tag 455 (SecurityAltId) is sent

New tag for TT

Name of the market where the instrument of the SecurityAltID (455) value trades.

Multi-leg instrument's individual security's SecurityExchange.

Possible values include:

• AGGREGATOR
• ALGO
• ASE
• ASX
• B3
• BitMEX
• BrokerTec
• CBOE
• CboeFX_SW_NY
• CBOT
• CFE
• CME
• Coinbase
• CoinFLEX
• CurveGlobal
• CZCE
• DCE
• DGCX
• EEX
• Eurex
• Euronext
• Fenics
• FEX
• HKEX
• ICE
• ICE_L
• IDEM
• INE
• KCG
• KRK
• LME
• LSE
• MEFF
• MEXDER
• MX
• MX
• NDAQ_EU
• NFI
• NFX
• OSE
• SGX
• TFEX
• TFX
• TOCOM

Condition: Required when both of the following are true.

• The leg instrument trades on a different exchange that the parent instrument.
• Both Tag 18100 (LegExtDestination) and Tag 602 (LegSecurityId) are absent.

Execution destination for the leg order as defined by the institution

Some traders use this tag in place of Tag 207 (SecurityExchange) to identify the exchange.

ISO 10383 defines a comprehensive list of MIC codes.

Condition: Required when both of the following are true.

• The leg instrument trades on a different exchange that the parent instrument.
• Both Tag 616 (LegSecurityExchange) and Tag 602 (LegSecurityId) are absent.

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

Condition: Required when both of the following are true.

• The leg instrument trades on a different exchange that the parent instrument.
• Both Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.

Note: The combination of this tag and tag 603 (LegSecurityIDSource) must uniquely identify an instrument in the TT platform.

Multileg instrument's individual security's SecurityIDSource.

Condition: Required when Tag 18100 (LegExtDestination) and Tag 616 (LegSecurityExchange) are absent.

Note: The combination of this tag and tag 602 (LegSecurityId) must uniquely identify an instrument in the TT platform.

Multi-leg instrument's individual security's Symbol.

Condition: Required when Tag 167 (SecurityType)=MLEG.

See Symbol (55) field for description.

Note: Users can map the value of Tag 600 to a different symbology using the Symbol Mapping feature in User Setup. Refer to the Fix Rules and Symbol Mappings section in the User Setup Help for more information.

Multileg instrument's individual security's CFICode (tag 461).

See CFICode (461) field for description

Leg security description.

Multileg instrument's individual security's product.

Possible values include:

• 1: Agency
• 2: Commodity
• 3: Corporate
• 4: Currency
• 5: Equity
• 6: Government
• 7: Index
• 8: Loan
• 9: Money market
• 10: Mortgage
• 11: Municipal
• 12: Other
• 13: Financing
• 14: Energy

Multi-leg instrument's individual security's SecurityType.

Possible values include:

• FUT: Future
• MLEG: Multi-leg
• OPT: Option
• SPOT: EEX spot products
• TBOND: Treasury bond
• CS: Common stock
• NONE: No security type (Not valid for 35=c, e or V)

SecuritySubType of the leg instrument.

See SecuritySubType (762) field for description

Multi-leg instrument's individual security's MaturityMonthYear

Multi-leg instrument's individual security's MaturityDate.

Multi-leg instrument's individual security's MaturityDay.

Multi-leg instrument's individual security's StrikePrice.

Whether the option represents a put or call

Possible values include:

• 0: Put
• 1: Call

Condition: Required when Tag 609 (LegSecurityType) is OPT

The side of this individual leg (multi-leg security).

Possible values include:

• 1: Buy
• 2: Sell
• 3: Buy minus
• 4: Sell plus
• 5: Sell short
• 6: Sell short exempt
• 7: Undisclosed
• 8: Cross
• 9: Cross short

Ratio of quantity for this individual leg relative to the entire multi-leg security

The value represents one of the following:

• For a leg of a covered strategy (such as a volatility trade) on CME or NYSE_Liffe markets, the value represents the delta (expressed as an integer between 1 and 100).
• In all other cases, the value represents the quantity of this leg in the strategy.

Currency associated with a particular leg's price

The trading lot size of a security.

Price of the leg for a multi-leg instrument

Quantity of this leg.

Unique indicator for a specific leg.

Note: Sent only for FIX 4.4 sessions when the tag is included the corresponding New Order Multileg (AB) request. FIX 4.4 Drop Copy sessions will not send this tag for orders placed from the TT Trade application.

Execution price assigned to a leg of a multileg instrument.

Term of delivery for the underlying instrument.

TT FIX uses this value to identify contracts that do not have a monthly delivery term.

Possible values include:

• A: Same day
• B: Balance of month
• C: End of Month
• D: Day
• E: Weekly
• H: Hour
• L: Balance of week
• M: Month
• N: Next day
• P: Pack
• Q: Quarterly
• S: Seasonal
• T: Weekend
• V: Variable
• W: Week
• X: Custom
• Y: Year

Condition: Required when both of the following are true:

• The Security Definition indicates it is required.
• The delivery term is not monthly.

Date for contract delivery

Condition: Sent when available

Identifier assigned to a leg of a multi-leg trade for ASX clearing purposes (clearing deal number).

Condition: Sent when provided by the exchange.

The average (mean) price for the legs of a spread.

This value will be populated on Summary Spread Fill Execution Reports.