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FIX Adapter Reference

Component block: Instrument (TT FIX Adapter response)

Overview

When TT FIX Adapter returns an instrument component block in a response, it includes tags that provide additional information about the instrument.

Supported tags

Tag #

Field name

Req’d

Comments

207

SecurityExchange

Y

Name of the market where the instrument trades. TT FIX Adapter uses this value to identify a security.

Data type: Exchange

For a list of supported markets, refer to Tag 207 (SecurityExchange).

167

SecurityType

Y

Asset class of the instrument. Possible values include:

  • CS: common stock
  • FOR: foreign exchange
  • FUT: future
  • GOVT: sovereign debt
  • IDX: equity index (valid for market data purposes only)
  • MLEG: multi-leg
  • NRG: energy
  • OPT: option

Data type: String

55

Symbol

Y

Exchange-provided product symbol for the tradable product.

Data type: String

200

MaturityMonthYear

C

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

Data type: month-year

Condition: Sent when Tag 167 (SecurityType) is FUT, OPT, or NRG

205

MaturityDay

C

Day of expiration for the instrument. TT FIX Adapter uses this value and Tag 200 (MaturityMonthYear) to specify the maturity date when Tag 167 (SecurityType) is FUT, OPT, or NRG.

Data type: day-of-month; Range: 1-31

Condition: Sent when available

18211

ContractTerm

C

Term of delivery for the instrument. TT FIX Adapter uses this value to identify contracts that do not have a monthly delivery term. Possible values include:

  • A: Same day
  • B: Balance of month
  • D: Daily term
  • L: Balance of week
  • N: Next day
  • Q: Quarterly term
  • S: Seasonal term
  • V: Variable term
  • W: Weekly term
  • X: Custom
  • Y: Yearly calendar term

Data type: char

Condition: Required when both of the following are true:

  • Tag 167 (SecurityType) is NRG.
  • The delivery term is not monthly.

201

PutOrCall

C

Whether the option represents a put or call. Possible values include:

  • 0: Put
  • 1: Call

Data type: int

Condition: Sent when Tag 167 (SecurityType) is OPT

202

StrikePrice

C

Strike price for an option

Data type: Price

Sent when Tag 167 (SecurityType) is OPT

206

OptAttribute

C

Version of the options contract.

It is usually '0' but can have higher integer values indicating a change to the contract. For example, if an event such as a stock split occurs, the exchange will change the version of the options on the stock to indicate a change in a property of the underlying contract. So it would be possible to have two option contracts with the same strike price but different versions.

Data type: char

Condition: Required when both of the following are true:

  • Tag 167 (SecurityType) is OPT.
  • A version for the underlying instrument exists.

15

Currency

Y

ISO-standard symbol for the instrument’s trading currency.

Data type: Currency

Note: Check TT Guardian for a list of currencies supported in the trading environment.

48

SecurityID

Y

TT security ID

Data type: String

10455

SecurityAltID

C

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

Data type: String

Condition: Sent when provided by the TT Gateway

Note: If you develop FIX clients that use the TT ICE Gateway, refer to the ICE Notes section.