TT® FIX Market Data

Security Definition Request (c) Message

Security Definition Request (c) Message

Security Definition Request (c) Message

Purpose

Used to request contract information

Message Direction

From a FIX client to the TT FIX

Tag Directory

Click the links below to navigate to the documentation for that tag.

Supported Tags

Tag # Field Name Req’d Data type Comments
Component: <Standard Header>
Y 35=c (MsgType)
For additional information about this component group, consult the full documentation.
Tag # Field Name Req’d Data type Comments
8 BeginString Y String

FIX protocol version

The tag indicates the beginning of a new message. This tag must be the first tag in the message.

You must set the value to FIX.4.2 or FIX.4.4.

9 BodyLength Y int

Message length (in characters)

The value represents number of characters in the message following this tag up to, and including, the delimiter immediately preceding Tag 10 (CheckSum). This tag must be the second field in a message.

35 MsgType Y String

Type of message contained in the message body

This tag must appear third in the list of header tags.

Possible values include:

  • 0: Heartbeat
  • 1: Test Request
  • 2: Resend Request
  • 3: Reject
  • 4: Sequence Reset
  • 5: Logout
  • 8: Execution Report
  • 9: Order Cancel Reject
  • A: Logon
  • B: News
  • c: Security Definition Request
  • D: Order Single
  • d: Security Definition
  • e: Security Status Request
  • f: Security Status
  • F: Order Cancel Request
  • G: Order Cancel Replace Request
  • H: Order Status Request
  • Q: Don't Know Trade (Inbound Drop Copy only)
  • R: Quote Request
  • V: Market Data Request
  • W: Market Data Snapshot Full Refresh
  • X: Market Data Incremental Refresh
  • Y: Market Data Request Reject
  • AD: Trade Capture Report Request
  • AE: Trade Capture Report
  • AQ: Trade Capture Report Request Ack
49 SenderCompID Y String

ID for the FIX client, corresponding to the RemoteCompID specified for the user in TT User Setup

56 TargetCompID Y String

TT session identity

TT FIX does not validate this field. To guarantee session persistence, the FIX client must maintain the same value of this field for the life of the session.

You can use any value in this tag to identify the TT session for the FIX client. TT FIX will return this value in tag 49 (SenderCompID) in its responses.

50 SenderSubID N String

Unique ID for the message sender

For order routing messages, this tag overrides the exchange Operator ID configured in Setup.

57 TargetSubID C String

Unique ID for the message receiver.

Condition: If the Target Sub Id field has a value for the FIX Session in Setup, you must supply that value is this tag for a Logon (A) message.

116 OnBehalfOfSubID C String

Unique Trader ID

The value maps to the Alias field configured for a user in Setup.

Condition: Required when multiple users are associated with the account.

34 MsgSeqNum Y SeqNum

Message sequence number
142 SenderLocationID N string Specific message originator's location (i.e. geographic location and/or desk, trader)
43 PossDupFlag C Boolean

Whether the sequence number for this message is already used

Possible values include:

  • Y: Possible duplicate
  • N: Original transmission

Condition: Must send when a FIX client resends messages

Note: If 43=Y is present, TT will reject New Order Single (D), Order Cancel/Replace Request (G), New Order Multileg (AB), and Multileg Order Cancel/Replace (AC) messages with a Business Message Reject (j) message.

122 OrigSendingTime C UTCTimestamp

Original time of message transmission, when transmitting orders as the result of a resend request

Always expressed in UTC.

Condition: Required for resent messages
52 SendingTime Y UTCTimestamp

Time, in UTC, the message was sent.
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.
100 ExDestination C Exchange

Name of the sub-market where the instrument trades.

Execution destination for the 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 Tag 207 (SecurityExchange) is absent

Note: This tag can be included in messages sent from TT FIX Drop Copy sessions when the Compliance Feed (Send original order/cancel/change messages and pending execution reports) setting is enabled in Setup.
167 SecurityType Y String

Asset class of the instrument

Possible values include:

  • CS: common stock
  • CUR: currency
  • FOR: Spot FX
  • FUT: future
  • MLEG: multi-leg
  • NDF: Non-Deliverable Forwards
  • NONE: No security type (Not valid for 35=c, e or V)
  • OPT: option
  • SPOT: EEX spot products
  • TBOND: treasury bond
  • INDEX: index

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 C Exchange

Name of the market where the instrument trades.

TT FIX uses this value to identify the exchange that offers the security.

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 Tag 100 (ExtDestination) is absent.
OR
100 ExDestination C Exchange

New tag for TT

Market Identifier Code (MIC) of the sub-market where the instrument trades.

Execution destination for the 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 Tag 207 (SecurityExchange) is absent.
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: <Standard Trailer>
Y For additional information about this component group, consult the full documentation.
Tag # Field Name Req’d Data type Comments
10 Checksum Y String

Unencrypted three-character checksum

This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).

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 100 (ExDestination)
  • 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 FIX returns 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)