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Creating By Security Name Method Symbology Mappings

About Security by Name Methods

Use this method when the FIX Client and FIX Adapter Defaults cannot be applied for this instrument, which is an exception to the defaults. Flexible FIX provides several pre-defined symbology methods for specifying instruments using the “by name” method. For each of the following methods, Flexible FIX displays the FIX Adapter tags associated with the selected “by name” method.

  • By Security Name (FUT) for futures
  • By Security Name (MLEG-FUT) for futures spreads
  • By Security Name (MLEG-NRG) for energy spreads
  • By Security Name (MLEG-OPT) for options spreads
  • By Security Name (NRG) for energy
  • By Security Name (OPT) for options
  • By Security Name (Other) for other types

When to Use this Method

Use this method when you want to enter the required FIX Adapter tag values to specify this instrument "by security name". See Component block: Instrument (FIX client request) in the FIX Adapter reference for more details regarding "by security name" routing.

How to Create a By Security Name Symbol Mapping

To create a symbol mapping based on the by security name method:

  1. In the Symbology Method field, select the By Security Name item that corresponds to the security type.

  2. In the FIX Client section, enter the values the FIX client will send and expect to receive for this product in tag 55 (Symbol), tag 167 (SecurityType), and tag 207 (SecurityExchange). If you need to specify values for additional tags, you can add the tags as needed.

  3. In the FIX Adapter section, enter the values to send to the TT FIX Adapter for this product in tag 55 (Symbol), tag 167 (SecurityType), tag 200 (MaturityMonthYear), and tag 207 (SecurityExchange). If TT FIX Adapter requires any additional tags to identify this instrument, such as tag 205 (MaturityDay), you can add them as needed.

  4. If necessary, enter the appropriate price conversion factors and the price tags to convert under the Price Conversion Factor and Strike Price Conversion Factor fields.