TT® FIX Market Data

Security Definition Requests

Security Definition Requests

The following article provides information on making Security Definition requests. Security Definitions enable you to receive the unique definitions that make up a specific instrument such as its SecurityIDs, Contract Term, ExpiryDate etc. Such information can be used to help identify and specify an instrument in an Order Routing or Drop Copy session.

This article shows several examples of requesting security definitions for:

Note A Security Definition Request is an active subscription by default. The session will stay connected and continue to listen for updates.

Making a Security Definition Request

Security definitions can be retrieved by including a combination of specific tags in a request. Varying combinations can return different responses. One combination will return a single instrument definition, another a multileg product, and another all instruments within a product or an asset class. The following examples show some ways a security definition request could be composed to yield a desired result.

Before sending a request, ensure that you are connected to a valid Security Definition/Market Data FIX session.

Note This is a different type of session from a FIX Order Routing or Drop Copy session.

Requesting All Instruments within an Asset Class

Using Exchange (tag 207)

Request security definitions for all instruments in an asset class by using SecurityType tag to specify the asset class of the instrument and the Exchange tag to specify the market where the instrument trades.

Required Fields
Tag # Name Definition
167 SecurityType

Asset class of the instrument.

207 Exchange

Name of the market where the instrument trades.

Sample Request for all ICE FUTURES
The following request would return security definitions for all futures at ICE.
Set:
  • SecurityType (167) to FUT
  • Exchange (207) to ICE
8=FIX.4.2 | 9=91 | 35=c | 34=171 | 49=WTEOUATSD | 52=20220803-08:53:29 | 56=TT_SD | 167=FUT | 207=ICE | 320=12345a09 | 10=164 |

Note Including a Symbol (tag 55) would return instruments within the specified product, or including the SecurityID (tag 48) would narrow the result to a single instrument definition.

Using ExDestination (tag 100)

Request security definitions for all instruments of an asset class traded in a sub-market by using SecurityType tag to specify the asset class of the instrument and the ExDestination tag to specify the sub-market where the instrument trades.

Required Fields
Tag # Name Definition
167 SecurityType

Asset class of the instrument.

100 ExDestination

Name of the sub-market where the instrument trades.
Sample Request for all SGX FUTURES
The following request would return security definitions for all futures at SGX.
Set:
  • SecurityType (167) to FUT
  • ExDestination (100) to XSIM

Send:

8=FIX.4.2 | 9=84 | 35=c | 34=19 | 49=WTEOUATSD | 52=20220901-02:23:13 | 56=TT_SD | 167=FUT | 100=XSIM | 320=12345a03 | 10=062 |

Requesting All Instruments for a Product

Using Exchange (tag 207) and Symbol (tag 55)

Request security definitions for a product using SecurityType, the Exchange or ExDestination tag, and the Symbol to specify product.

Required Fields
Tag # Name Definition
167 SecurityType

Asset class of the instrument.

207 Exchange

Name of the market where the instrument trades.

55 Symbol

Exchange-provided product symbol for the tradable product.
Sample Request for CME ES Week 4 OPTIONS
The following request would return security definitions for the E-Mini S&P 500 Week 4 Options product at CME
Set:
  • SecurityType (167) to OPT
  • Exchange (207) to CME
  • Symbol (55) to EW4

Send:

8=FIX.4.2 | 9=91 | 35=c | 34=86 | 49=WTEOUATSD | 52=20220901-03:19:53 | 56=TT_SD | 167=OPT | 207=CME | 55=EW4 | 320=12345a011 | 10=145 |

Requesting a Single Instrument

Using Symbol (tag 55) and SecurityID (tag 48)

Request a security definition using SecurityType, the Exchange or ExDestination tag, and the Symbol to specify product and the SecurityID to specify the instrument.


Required Fields
Tag # Name Definition
167 SecurityType

Asset class of the instrument.

100 ExDestination

Name of the sub-market where the instrument trades.
55 Symbol

Exchange-provided product symbol for the tradable product.
48 SecurityID

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

Sample Request for CME ZC Sep22 FUTURES
The following request would return a single security definition for Sep22 corn (ZC) at CME.
Set:
  • SecurityType (167) to FUT
  • ExDestination (100) to XCBT
  • Symbol (55) to ZC
  • SecurityID (48) to 6100888309685616968

Send:

8=FIX.4.2 | 9=113 | 35=c | 34=52 | 49=WTEOUATSD | 52=20220901-02:51:45 | 56=TT_SD | 167=FUT | 100=XCBT | 55=ZC | 48=6100888309685616968 | 320=12345a13 | 10=060 |

Using Symbol (tag 55) and MaturityYearMonth (tag 200)

Request a security definition using SecurityType, the Exchange or ExDestination tag, and the Symbol to specify product and the MaturityYearMonth to locate the instrument based on contract date.

Required Fields
Tag # Name Definition
167 SecurityType

Asset class of the instrument.

207 Exchange

Name of the market where the instrument trades.

55 Symbol

Exchange-provided product symbol for the tradable product.
200 MaturityYearMonth

Month and year the instrument reaches maturity in the format YYYYMM.

Sample Request for JPX 225 Dec23 OPTIONS
The following request would return Nikkei Stock Average Option for Dec23 on JPX.
Set:
  • SecurityType (167) to OPT
  • Exchange (207) to JPX
  • Symbol (55) to 225
  • MaturityYearMonth (200) to 202312

Send:

8=FIX.4.2 | 9=102 | 35=c | 34=186 | 49=WTEOUATSD | 52=20220803-09:07:21 | 56=TT_SD | 167=OPT | 207=JPX | 55=225 | 200=202312 | 320=12345a14 | 10=157 |

Requesting Multileg Products: SecurityType = MLEG

Using ExDestination (tag 100) and Symbol (tag 55)

Request security definitions using SecurityType set to MLEG, the Exchange or ExDestination tag, and the Symbol to specify product.

Required Fields
Tag # Name Definition
167 SecurityType

Asset class of the instrument.

100 ExDestination

Name of the sub-market where the instrument trades.
55 Symbol

Exchange-provided product symbol for the tradable product.
Sample Request for EEX DEBM MULTILEGs
Set:
  • SecurityType (167) to FUT
  • ExDestination (100) to XEER
  • Symbol (55) to DEBM

Send:

8=FIX.4.2 | 9=96 | 35=c | 34=162 | 49=WTEOUATSD | 52=20220803-08:46:20 | 56=TT_SD | 167=MLEG | 100=XEER | 55=DEBM | 320=12345axee0 | 10=114 |