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FIX Adapter Reference

Security Definition Request (c)

Purpose

Used to request contract information

Message Direction

From FIX client to TT FIX Adapter

Message Availability

Use CasePrice SessionOrder Session

Drop Copy

YesYes

Order Routing

YesYes

Supported Tags

Tag #Field NameReq’dComments
Component Block <Standard Header>Y35=c (MsgType)
320SecurityReqIDY

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

Data type: String

321SecurityRequestTypeN

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

Data type: int

17000RequestTickTableN

Whether the FIX Adapter 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)

Data type: String

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.

55SymbolN

Exchange-provided product symbol for the tradable product.

Data type: String.

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

167SecurityTypeN

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

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

207SecurityExchangeC

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

Data type: Exchange

Required if Tag 48 (SecurityID) is sent.

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

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

48SecurityIDN

TT security ID

Data type: String

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

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

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 Adapter 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 Adapter to subscribe for contracts that match the filter criteria. TT FIX Adapter 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 TT Gateway adds a new contract that matches the filter criteria, TT FIX Adapter automatically sends a Security Definition (d) message for the new contract.

TT FIX Adapter 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 Adapter returns all securities for all visible TT Gateways.

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

Related Information

Security Definition (d)