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Working with Symbol Mappings

Purpose of Symbol Mappings

Symbol mappings define the product or instrument level symbol remapping data needed to convert symbology between the FIX Adapter and the FIX client.

Symbology Mappings Fields

The following table describes the fields in this section.

FieldDescription
Symbology Method

Specifies whether the default symbol formats defined in the Symbology Defaults section can be applied for this product, or whether the defaults need to be overwritten for a instrument-level mapping that is an exception from the defaults.

Product Type

Specifies the value for tag 167 (SecurityType)

Calendar Spread Definition

For calendar spreads, specifies the buy/sell direction of the leg months.

Valid only when the FIX client default for the MLEG product type is one of the following:

  • <SYM><MY><SYM><MY>
  • <SYM><MY><SYM><MY> <KEY>
FIX Adapter Exchange

Specifies the value of tag 207 (SecurityExchange) sent from and expected by FIX Adapter

FIX Adapter Symbol

Specifies the value of tag 55 (Symbol) expected by and sent from FIX Adapter

FIX Client Exchange

Specifies the value of tag 207 (SecurityExchange) expected by and sent from the FIX client

FIX Client Symbol

Specifies the <SYM> portion of the tag 55 (Symbol) format, as defined in the Symbol Format column of the FIX Client's Symbology Defaults, expected by and sent from the FIX client.

FIX Client Key

Identifies the key included in the FIX client’s tag 55 (Symbol) tag. Only available when the FIX Client Symbology Defaults has a Symbol Format option with <KEY> selected.

Price Conversion FactorSpecifies the factor to use when multiplying prices sent from a FIX client and dividing prices sent from TT FIX Adapter
Strike Price Conversion FactorSpecifies the factor to use when multiplying options strike prices sent from a FIX client and dividing strike prices sent from TT FIX Adapter.

Supported Symbology Methods

When an instrument’s symbology formats deviate from the defaults, as defined in the Symbology Defaults section, a non-Default Symbology Method must be used in the Symbol Mappings table. When a non-default method is used, full instrument-level details must be specified, as opposed to the product-level details that can be specified for Default Symbology Method rows.

The following non-default Symbology Methods can be used to define instrument-level mappings:

  • By security ID
  • By alternate security ID
  • By security name

You can find more information about these methods in the TT FIX Adapter Reference.

The following table describes the supported methods for transforming symbols between FIX clients and TT FIX Adapter.

MethodDescription
Default

Indicates that the symbology translations for this row should be performed as defined in the Symbology Defaults section

By Security Alt ID

Overrides the Symbology Defaults rules and allows the user to type in the instrument-level symbology translations for this row using the “by alternate security ID” method

By Security ID

Overrides the Symbology Defaults rules and allows the user to type in the instrument-level symbology translations for this row using the “by security ID” method

By Security Name (FUT)

Overrides the Symbology Defaults rules and allows the user to type in the instrument-level symbology translations for this row using the “by security name” method for futures

By Security Name (MLEG - FUT)

Overrides the Symbology Defaults rules and allows the user to type in the instrument-level symbology translations for this row using the “by security name” method for future spreads

By Security Name (MLEG - NRG)

Overrides the Symbology Defaults rules and allows the user to type in the instrument-level symbology translations for this row using the “by security name” method for energy strategies

By Security Name (MLEG - OPT)

Overrides the Symbology Defaults rules and allows the user to type in the instrument-level symbology translations for this row using the “by security name” method for option spreads

By Security Name (NRG)

Overrides the Symbology Defaults rules and allows the user to type in the instrument-level symbology translations for this row using the “by security name” method for energies

By Security Name (OPT)

Overrides the Symbology Defaults rules and allows the user to type in the instrument-level symbology translations for this row using the “by security name” method for options

By Security Name (Other)

Overrides the Symbology Defaults rules and allows the user to type in the instrument-level symbology translations for this row using the “by security name” method for all other product types

How to Define a Default Symbol Mapping for a Product

To define a symbol map using the default symbology:

  1. In the Symbol Mappings section, click Add Row.

  2. Select the appropriate Product Type.

  3. In the FIX Adapter Exchange and FIX Adapter Symbol fields, enter the exchange name and symbol expected by and sent from FIX Adapter for the product. As you type in the FIX Adapter Exchange, Flexible FIX presents a list of matching names valid for FIX Adapter.

    Note: You can also click on the Search all TT-supported products link to access TT's Exchange Product Database, where TT's exchange and symbol values can be found.

  4. In the FIX Client Exchange and FIX Client Symbol fields, enter the values the FIX client sends and expects for the product.

  5. If necessary, enter the appropriate factors in the Price Conversion Factor and Strike Price Conversion Factor fields.

How to Define a Default Symbol Mapping for a Calendar Spread

To define a symbol map for a calendar spread using the default symbology:

  1. In the Symbol Mappings section, click Add Row.

  2. For the Product Type, select either MLEG-FUT or MLEG-NRG, which populates the Calendar Spread Definition fields.

  3. Specify how the spread is defined:

    • Indicate whether the spread buys the first leg and sells the second (B/S) or sells the first and buy the seconds (S/B).

    • Indicate the order of the front and back months (m1/m2 or m2/m1).

  4. In the FIX Adapter Exchange and FIX Adapter Symbol fields, enter the exchange name and symbol expected by and sent from FIX Adapter for the product. As you type in the FIX Adapter Exchange, Flexible FIX presents a list of matching names valid for FIX Adapter.

    Note: You can also click on the Search all TT-supported products link to access TT's Exchange Product Database, where TT's exchange and symbol values can be found.

  5. In the FIX Client Exchange and FIX Client Symbol fields, enter the values the FIX client sends and expects for the product.

  6. If necessary, enter the appropriate factors in the Price Conversion Factor and Strike Price Conversion Factor fields.