{"id":7116,"date":"2025-08-28T22:36:06","date_gmt":"2025-08-29T03:36:06","guid":{"rendered":"https:\/\/librarytestdev.wpenginepowered.com\/?post_type=doc&#038;p=7116"},"modified":"2025-12-12T19:38:12","modified_gmt":"2025-12-13T01:38:12","slug":"security-definition-d","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/tt-fix\/tt-fix-gateway\/price-gateway-messages\/security-definition-d\/","title":{"rendered":"Security Definition (d)"},"content":{"rendered":"\n<h2 class=\"wp-block-heading MapTitle\" id=\"SecurityDefinition-d\">Security Definition (d) Message<\/h2>\n\n\n\n<div>\n\t\t<h3 class=\"LabelHead\">Purpose<\/h3>\n\t\t<p>Used by a third-party FIX acceptor to send contract information in response to a Security Definition Request (c) message<\/p>\n\t<\/div>\n\n\n\n<div>\n\t\t<h3 class=\"LabelHead\">Message Direction<\/h3>\n\t\t<p>From a third-party FIX acceptor to the TT FIX Price Gateway<\/p>\n\t<\/div>\n\n\n\n<div class=\"fix-tag-table-wrapper wp-block-twentytwentyfive-child-tt-fix-tag-table\" data-components-start-expanded=\"false\">\n    \n        <div class=\"block-controls\">\n\n        <div class=\"row\">    \n            \n                            <!-- Descriptions Toggle -->\n                <div class=\"description-toggle col\">\n                    <label>\n                        <input type=\"checkbox\" id=\"toggle-descriptions\" checked>\n                        Show Comments\n                    <\/label>\n                <\/div>\n                    <\/div>\n\n                    <div class=\"tag-jump-directory\">\n                <a href=\"#tag-8\">8<\/a><a href=\"#tag-9\">9<\/a><a href=\"#tag-10\">10<\/a><a href=\"#tag-15\">15<\/a><a href=\"#tag-34\">34<\/a><a href=\"#tag-35\">35<\/a><a href=\"#tag-43\">43<\/a><a href=\"#tag-48\">48<\/a><a href=\"#tag-49\">49<\/a><a href=\"#tag-52\">52<\/a><a href=\"#tag-55\">55<\/a><a href=\"#tag-56\">56<\/a><a href=\"#tag-97\">97<\/a><a href=\"#tag-107\">107<\/a><a href=\"#tag-122\">122<\/a><a href=\"#tag-167\">167<\/a><a href=\"#tag-200\">200<\/a><a href=\"#tag-201\">201<\/a><a href=\"#tag-202\">202<\/a><a href=\"#tag-231\">231<\/a><a href=\"#tag-320\">320<\/a><a href=\"#tag-322\">322<\/a><a href=\"#tag-393\">393<\/a><a href=\"#tag-454\">454<\/a><a href=\"#tag-455\">455<\/a><a href=\"#tag-456\">456<\/a><a href=\"#tag-541\">541<\/a><a href=\"#tag-555\">555<\/a><a href=\"#tag-556\">556<\/a><a href=\"#tag-566\">566<\/a><a href=\"#tag-600\">600<\/a><a href=\"#tag-602\">602<\/a><a href=\"#tag-609\">609<\/a><a href=\"#tag-610\">610<\/a><a href=\"#tag-611\">611<\/a><a href=\"#tag-612\">612<\/a><a href=\"#tag-623\">623<\/a><a href=\"#tag-624\">624<\/a><a href=\"#tag-762\">762<\/a><a href=\"#tag-864\">864<\/a><a href=\"#tag-865\">865<\/a><a href=\"#tag-866\">866<\/a><a href=\"#tag-867\">867<\/a><a href=\"#tag-868\">868<\/a><a href=\"#tag-969\">969<\/a><a href=\"#tag-1146\">1146<\/a><a href=\"#tag-1358\">1358<\/a><a href=\"#tag-16451\">16451<\/a><a href=\"#tag-18211\">18211<\/a><a href=\"#tag-18212\">18212<\/a>            <\/div>\n            <\/div>\n    \n    <figure class=\"wp-block-table\">\n        <div class=\"table-responsive\"><table class=\"fix-tag-table table\">\n                            <caption>\n                    SecurityDefinition                                    <\/caption>\n                        <thead>\n                <tr>\n                    <th class=\"col-tag\">Tag<\/th><th class=\"col-name\">Name<\/th><th class=\"col-dataType\">Type<\/th><th class=\"col-required\">Required<\/th><th class=\"col-definition\">Comments<\/th>                <\/tr>\n            <\/thead>\n            <tbody>\n                <tr class=\"component-header \" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td colspan=\"3\" class=\"col-name\"><span class=\"component-title\" data-bs-toggle=\"collapse\" data-bs-target=\"#fix-grp-header-5061bef6-6d53-4b5c-a1e0-0a5ddc79c8f8\" aria-expanded=\"false\" aria-controls=\"fix-grp-header-5061bef6-6d53-4b5c-a1e0-0a5ddc79c8f8\">Header <span class=\"group-label\"><\/span><\/span><\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>For additional information about this component group, consult the <a href=\"\/tt-fix\/general\/Structure_Header.html\">documentation<\/a>.<\/p>\n<div class=\"comment-separator\"><\/div><p>35=d (MsgType)<\/p>\n<\/td><\/tr><tr id=\"fix-grp-header-5061bef6-6d53-4b5c-a1e0-0a5ddc79c8f8\" class=\"collapse component-body-row\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td colspan=\"5\" class=\"col-nested-table\"><table class=\"nested-table table\"><tbody><tr id=\"tag-8\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"header\"><td class=\"col-tag\">8<\/td><td class=\"col-name\">BeginString<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>FIX protocol version<\/p>\n<p>The tag indicates the beginning of a new message.<\/p>\n<p>This tag must be the first tag in the message.<\/p>\n<div class=\"comment-separator\"><\/div><p class=\"p\">You must set the value to <strong>FIX.4.2<\/strong> or <strong>FIX.4.4<\/strong>.<\/p>\n<\/td><\/tr><tr id=\"tag-9\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"header\"><td class=\"col-tag\">9<\/td><td class=\"col-name\">BodyLength<\/td><td class=\"col-dataType\">INT<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Message length (in characters)<\/p>\n<p class=\"p\">\n          The value represents number of characters in the message following<br \/>\n          this tag up to, and including, the delimiter immediately preceding Tag<br \/>\n          10 (CheckSum). This tag must be the second field in a message.\n        <\/p>\n<\/td><\/tr><tr id=\"tag-35\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"header\"><td class=\"col-tag\">35<\/td><td class=\"col-name\">MsgType<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Type of message contained in the message body<\/p>\n<p>This tag must appear third in the list of header tags.<\/p>\n<div class=\"enumerations-list\"><strong>Possible values:<\/strong><ul><li><strong>0<\/strong>: Heartbeat<\/li><li><strong>1<\/strong>: Test Request<\/li><li><strong>2<\/strong>: Resend Request<\/li><li><strong>3<\/strong>: Reject<\/li><li><strong>4<\/strong>: Sequence Reset<\/li><li><strong>5<\/strong>: Logout<\/li><li><strong>8<\/strong>: Execution Report<\/li><li><strong>9<\/strong>: Order Cancel Reject<\/li><li><strong>A<\/strong>: Logon<\/li><li><strong>B<\/strong>: News<\/li><li><strong>c<\/strong>: Security Definition Request<\/li><li><strong>D<\/strong>: Order Single<\/li><li><strong>d<\/strong>: Security Definition<\/li><li><strong>e<\/strong>: Security Status Request<\/li><li><strong>f<\/strong>: Security Status<\/li><li><strong>F<\/strong>: Order Cancel Request<\/li><li><strong>G<\/strong>: Order Cancel Replace Request<\/li><li><strong>H<\/strong>: Order Status Request<\/li><li><strong>Q<\/strong>: Don&#8217;t Know Trade (Inbound Drop Copy only)<\/li><li><strong>R<\/strong>: Quote Request<\/li><li><strong>V<\/strong>: Market Data Request<\/li><li><strong>W<\/strong>: Market Data Snapshot Full Refresh<\/li><li><strong>X<\/strong>: Market Data Incremental Refresh<\/li><li><strong>Y<\/strong>: Market Data Request Reject<\/li><li><strong>AD<\/strong>: Trade Capture Report Request<\/li><li><strong>AE<\/strong>: Trade Capture Report<\/li><li><strong>AQ<\/strong>: Trade Capture Report Request Ack<\/li><\/ul><\/div><\/td><\/tr><tr id=\"tag-49\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"header\"><td class=\"col-tag\">49<\/td><td class=\"col-name\">SenderCompID<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p class=\"p\">Assigned value used to identify the counterparty<\/p>\n<\/td><\/tr><tr id=\"tag-56\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"header\"><td class=\"col-tag\">56<\/td><td class=\"col-name\">TargetCompID<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p class=\"p\">Assigned value used to identify TT<\/p>\n<\/td><\/tr><tr id=\"tag-34\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"header\"><td class=\"col-tag\">34<\/td><td class=\"col-name\">MsgSeqNum<\/td><td class=\"col-dataType\">SEQNUM<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p class=\"p\">Message sequence number<\/p>\n<\/td><\/tr><tr id=\"tag-43\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"header\"><td class=\"col-tag\">43<\/td><td class=\"col-name\">PossDupFlag<\/td><td class=\"col-dataType\">BOOLEAN<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Must be sent when a third-party FIX acceptor resends messages<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Whether the sequence number for this message is already used<\/p>\n<div class=\"enumerations-list\"><strong>Possible values:<\/strong><ul><li><strong>N<\/strong>: NO: Original transmission<\/li><li><strong>Y<\/strong>: YES: Possible duplicate<\/li><\/ul><\/div><\/td><\/tr><tr id=\"tag-97\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"header\"><td class=\"col-tag\">97<\/td><td class=\"col-name\">PossResend<\/td><td class=\"col-dataType\">BOOLEAN<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Must be sent if the message may contain information that has been sent under another sequence number.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Whether the message might contain information that has been sent under another sequence number<\/p>\n<div class=\"enumerations-list\"><strong>Possible values:<\/strong><ul><li><strong>N<\/strong>: NO: Original transmission<\/li><li><strong>Y<\/strong>: YES: Possible resend<\/li><\/ul><\/div><\/td><\/tr><tr id=\"tag-122\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"header\"><td class=\"col-tag\">122<\/td><td class=\"col-name\">OrigSendingTime<\/td><td class=\"col-dataType\">UTCTIMESTAMP<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Sent when a third-party FIX acceptor resends a message<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Original time of message transmission, when transmitting orders as the result of a resend request<\/p>\n<p class=\"p\">Always expressed in UTC. <\/p>\n<\/td><\/tr><tr id=\"tag-52\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"header\"><td class=\"col-tag\">52<\/td><td class=\"col-name\">SendingTime<\/td><td class=\"col-dataType\">UTCTIMESTAMP<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p class=\"p\">Time, in UTC, the message was sent.<\/p>\n<\/td><\/tr><\/tbody><\/table><\/td><\/tr><tr id=\"tag-320\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">320<\/td><td class=\"col-name\">SecurityReqID<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Unique ID sent in the Security Definition Request (c) message<\/p>\n<p>The third party FIX acceptor must return this value in all responses associated with the initial request.<\/p>\n<\/td><\/tr><tr id=\"tag-322\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">322<\/td><td class=\"col-name\">SecurityResponseID<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Unique ID for this Security Definition (d) message.<\/p>\n<\/td><\/tr><tr class=\"component-header \" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td colspan=\"3\" class=\"col-name\"><span class=\"component-title\" data-bs-toggle=\"collapse\" data-bs-target=\"#fix-grp-instrument-967efde0-8e77-48f9-8420-6f441a53af97\" aria-expanded=\"false\" aria-controls=\"fix-grp-instrument-967efde0-8e77-48f9-8420-6f441a53af97\">Instrument <span class=\"group-label\"><\/span><\/span><\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Instrument associated with this message. For additional information about this component group, consult the full <a href=\"\/tt-fix\/market-data\/InstrumentBlock_Response.html\">documentation<\/a>.<\/p>\n<\/td><\/tr><tr id=\"fix-grp-instrument-967efde0-8e77-48f9-8420-6f441a53af97\" class=\"collapse component-body-row\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td colspan=\"5\" class=\"col-nested-table\"><table class=\"nested-table table\"><tbody><tr id=\"tag-48\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"instrument\"><td class=\"col-tag\">48<\/td><td class=\"col-name\">SecurityID<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>ID that uniquely identifies an instrument. Must match one of the IDs provided in response to the Security Definition Request (c) made at connection initiation.<\/p>\n<\/td><\/tr><tr id=\"tag-55\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"instrument\"><td class=\"col-tag\">55<\/td><td class=\"col-name\">Symbol<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Not used when Tag 167 (SecurityType)=MLEG.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Exchange-provided product symbol for the tradable product.<\/p>\n<\/td><\/tr><\/tbody><\/table><\/td><\/tr><tr id=\"tag-393\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">393<\/td><td class=\"col-name\">TotalNumSecurities<\/td><td class=\"col-dataType\">INT<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Number of securities that match the Security Definition Request (c) message<\/p>\n<\/td><\/tr><tr id=\"tag-16451\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">16451<\/td><td class=\"col-name\">PriceDisplayType<\/td><td class=\"col-dataType\">INT<\/td><td class=\"col-required\"><span class=\"req-tag optional\" data-bs-toggle=\"tooltip\" title=\"Optional\" style=\"cursor: help;\">N<\/span><\/td><td class=\"col-definition\"><p>Price code for indicating how TT formats the price for display purposes in the Trade app.<\/p>\n<\/td><\/tr><tr id=\"tag-762\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">762<\/td><td class=\"col-name\">SecuritySubType<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send only when tag 167=&#8221;MLEG&#8221;.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Sub-type qualification or identification of the SecurityType<\/p>\n<p>For example, an instrument with SecurityType(167)=\u201dMLEG\u201d might use this tag to specify the name of the option or futures strategy, such as \u201cCalendar\u201d, \u201cVertical\u201d, or \u201cButterfly\u201d.<\/p>\n<div class=\"comment-separator\"><\/div><p>Exchange-listed strategy type<\/p>\n<\/td><\/tr><tr id=\"tag-231\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">231<\/td><td class=\"col-name\">ContractMultiplier<\/td><td class=\"col-dataType\">FLOAT<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Specifies the ratio or multiply factor to convert from &#8220;nominal&#8221; units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc)<\/p>\n<\/td><\/tr><tr id=\"tag-969\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">969<\/td><td class=\"col-name\">MinPriceIncrement<\/td><td class=\"col-dataType\">DECIMAL<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Size of one tick for this instrument<\/p>\n<\/td><\/tr><tr id=\"tag-1146\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">1146<\/td><td class=\"col-name\">MinPriceIncrementAmount<\/td><td class=\"col-dataType\">DECIMAL<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Value of one tick for this instrument<\/p>\n<\/td><\/tr><tr id=\"tag-864\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">864<\/td><td class=\"col-name\">NoEvents<\/td><td class=\"col-dataType\">NUMINGROUP<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Number of entries in the event types repeating group<\/p>\n<div class=\"comment-separator\"><\/div><p>Currently, TT FIX Gateway uses this group only for the Last Trade Date of the security. Therefore, send 864=1.<\/p>\n<\/td><\/tr><tr id=\"tag-865\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">865<\/td><td class=\"col-name\">EventType<\/td><td class=\"col-dataType\">INT<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Type of event<\/p>\n<div class=\"comment-separator\"><\/div><p>TT supports only value 6 (Inactivation) to represent the Last Trade Date<\/p>\n<div class=\"enumerations-list\"><strong>Possible values:<\/strong><ul><li><strong>5<\/strong>: Expiry date<\/li><li><strong>6<\/strong>: Last trading date<\/li><li><strong><\/strong>: The following values are only available for EPEX and Nord Pool:<\/li><li><strong>13<\/strong>: First delivery date<\/li><li><strong>14<\/strong>: Last delivery date<\/li><li><strong>101<\/strong>: First trading date<\/li><li><strong>102<\/strong>: SDAT first trading date<\/li><\/ul><\/div><\/td><\/tr><tr id=\"tag-866\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">866<\/td><td class=\"col-name\">EventDate<\/td><td class=\"col-dataType\">LOCALMKTDATE<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Date the event occurred<\/p>\n<\/td><\/tr><tr id=\"tag-867\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">867<\/td><td class=\"col-name\">EventPx<\/td><td class=\"col-dataType\">PRICE<\/td><td class=\"col-required\"><span class=\"req-tag optional\" data-bs-toggle=\"tooltip\" title=\"Optional\" style=\"cursor: help;\">N<\/span><\/td><td class=\"col-definition\"><p>Predetermined price of issue at event, if applicable<\/p>\n<hr class=\"notes-separator\"><div class=\"additional-notes\"><p><b>Note<\/b>: TT FIX Gateway does not currently use this tag.<\/p>\n<\/div><\/td><\/tr><tr id=\"tag-868\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">868<\/td><td class=\"col-name\">EventText<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag optional\" data-bs-toggle=\"tooltip\" title=\"Optional\" style=\"cursor: help;\">N<\/span><\/td><td class=\"col-definition\"><p>Comments related to the event<\/p>\n<hr class=\"notes-separator\"><div class=\"additional-notes\"><p><b>Note<\/b>: TT FIX Gateway does not currently use this tag.<\/p>\n<\/div><\/td><\/tr><tr id=\"tag-167\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">167<\/td><td class=\"col-name\">SecurityType<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Asset class of the instrument.<\/p>\n<div class=\"comment-separator\"><\/div><p><strong>Possible values:<\/strong><\/p>\n<ul>\n<li><b>FUT<\/b>: future<\/li>\n<li><b>MLEG<\/b>: multi-leg<\/li>\n<li><b>OPT<\/b>: option<\/li>\n<li><b>CUR<\/b>: currency<\/li>\n<li><b>TBOND<\/b>: US Treasury Bond<\/li>\n<\/ul>\n<\/td><\/tr><tr id=\"tag-107\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">107<\/td><td class=\"col-name\">SecurityDesc<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag optional\" data-bs-toggle=\"tooltip\" title=\"Optional\" style=\"cursor: help;\">N<\/span><\/td><td class=\"col-definition\"><p>Security description.<\/p>\n<\/td><\/tr><tr id=\"tag-200\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">200<\/td><td class=\"col-name\">MaturityMonthYear<\/td><td class=\"col-dataType\">MONTHYEAR<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 167 (SecurityType) is not\u00a0<strong>MLEG<\/strong>.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Month and year the instrument reaches maturity in the format <i>YYYYMM<\/i>.<\/p>\n<\/td><\/tr><tr id=\"tag-541\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">541<\/td><td class=\"col-name\">MaturityDate<\/td><td class=\"col-dataType\">LOCALMKTDATE<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Maturity date in format YYYYMMDD.<\/p>\n<div class=\"comment-separator\"><\/div><p><b>Note<\/b>: The instrument name that displayed on the TT front end is a combination of the values provided in tag 55 (Symbol) and tag 541 (MaturityDate). For example, if tag 55 = <b>ABC<\/b> and tag 541 = <b>20260215<\/b>, the TT front end will show <b>ABC Feb26<\/b>.<\/p>\n<\/td><\/tr><tr id=\"tag-18211\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">18211<\/td><td class=\"col-name\">DeliveryTerm<\/td><td class=\"col-dataType\">CHAR<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when the delivery term is not monthly.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Term of delivery for the instrument.<\/p>\n<div class=\"comment-separator\"><\/div><p>The third-party FIX acceptor should use this value to identify contracts that do not have a monthly delivery term.<\/p>\n<div class=\"enumerations-list\"><strong>Possible values:<\/strong><ul><li><strong>A<\/strong>: Same day<\/li><li><strong>B<\/strong>: Balance of month<\/li><li><strong>C<\/strong>: End of Month<\/li><li><strong>D<\/strong>: Day<\/li><li><strong>E<\/strong>: Weekly<\/li><li><strong>H<\/strong>: Hour<\/li><li><strong>L<\/strong>: Balance of week<\/li><li><strong>M<\/strong>: Month<\/li><li><strong>N<\/strong>: Next day<\/li><li><strong>P<\/strong>: Pack<\/li><li><strong>Q<\/strong>: Quarterly<\/li><li><strong>S<\/strong>: Seasonal<\/li><li><strong>T<\/strong>: Weekend<\/li><li><strong>U<\/strong>: Bundle<\/li><li><strong>V<\/strong>: Variable<\/li><li><strong>W<\/strong>: Week<\/li><li><strong>X<\/strong>: Custom<\/li><li><strong>Y<\/strong>: Year<\/li><li><strong>Note<\/strong>: The following values are only available for EPEX and Nord Pool:<\/li><li><strong>a<\/strong>: Quarter hour<\/li><li><strong>b<\/strong>: Half hour<\/li><li><strong>c<\/strong>: One hour<\/li><li><strong>d<\/strong>: Two hour<\/li><li><strong>e<\/strong>: Four hour<\/li><li><strong>f<\/strong>: Eight hour<\/li><li><strong>g<\/strong>: One plus two<\/li><li><strong>h<\/strong>: Three plus four<\/li><li><strong>i<\/strong>: Baseload<\/li><li><strong>j<\/strong>: Peakload<\/li><li><strong>k<\/strong>: Overnight<\/li><li><strong>l<\/strong>: Extended peak<\/li><\/ul><\/div><\/td><\/tr><tr id=\"tag-201\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">201<\/td><td class=\"col-name\">PutOrCall<\/td><td class=\"col-dataType\">INT<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 167 (SecurityType) is\u00a0<b>OPT<\/b>.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Whether the option represents a put or call<\/p>\n<div class=\"enumerations-list\"><strong>Possible values:<\/strong><ul><li><strong>0<\/strong>: Put<\/li><li><strong>1<\/strong>: Call<\/li><\/ul><\/div><\/td><\/tr><tr id=\"tag-202\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">202<\/td><td class=\"col-name\">StrikePrice<\/td><td class=\"col-dataType\">PRICE<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 167 (SecurityType) is\u00a0<b>OPT<\/b>.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Strike price for an option<\/p>\n<\/td><\/tr><tr id=\"tag-15\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td class=\"col-tag\">15<\/td><td class=\"col-name\">Currency<\/td><td class=\"col-dataType\">CURRENCY<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>ISO-standard symbol for the instrument\u2019s trading currency.<\/p>\n<\/td><\/tr><tr class=\"component-header \" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td colspan=\"3\" class=\"col-name\"><span class=\"component-title\" data-bs-toggle=\"collapse\" data-bs-target=\"#fix-grp-securityaltidgrp-8b35ab21-0b8f-4df3-a8b2-e21b9b9ea271\" aria-expanded=\"false\" aria-controls=\"fix-grp-securityaltidgrp-8b35ab21-0b8f-4df3-a8b2-e21b9b9ea271\">SecurityAltIDGrp <span class=\"group-label\"><\/span><\/span><\/td><td class=\"col-required\"><span class=\"req-tag optional\" data-bs-toggle=\"tooltip\" title=\"Optional\" style=\"cursor: help;\">N<\/span><\/td><td class=\"col-definition\"><p>Instrument associated with this message. For additional information about this component group, consult the full <a href=\"\/tt-fix\/general\/InstrumentBlock_Response.html\">documentation<\/a>.<\/p>\n<\/td><\/tr><tr id=\"fix-grp-securityaltidgrp-8b35ab21-0b8f-4df3-a8b2-e21b9b9ea271\" class=\"collapse component-body-row\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td colspan=\"5\" class=\"col-nested-table\"><table class=\"nested-table table\"><tbody><tr id=\"tag-454\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"securityaltidgrp\"><td class=\"col-tag\">454<\/td><td class=\"col-name\">NoSecurityAltID<\/td><td class=\"col-dataType\">NUMINGROUP<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Sent when there are one or more alternate security IDs<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Number of alternate security IDs in this repeating group<\/p>\n<\/td><\/tr><tr id=\"tag-455\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"securityaltidgrp\"><td class=\"col-tag\">455<\/td><td class=\"col-name\">SecurityAltID<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Sent when tag 454 (NoSecurityAltId) &gt; 0.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>\n          Alternate ID for an instrument or security, typically for display<br \/>\n          purposes.\n        <\/p>\n<\/td><\/tr><tr id=\"tag-456\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"securityaltidgrp\"><td class=\"col-tag\">456<\/td><td class=\"col-name\">SecurityAltIDSource<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when tag 454 (NoSecurityAltId) &gt; 0.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Identifies class or source of the SecurityAltID (455) value.<\/p>\n<div class=\"enumerations-list\"><strong>Possible values:<\/strong><ul><li><strong>1<\/strong>: CUSIP number (sent only when provided by the exchange)<\/li><li><strong>4<\/strong>: ISIN number<\/li><li><strong>5<\/strong>: RIC code<\/li><li><strong>8<\/strong>: Exchange security ID<\/li><li><strong>91<\/strong>: Ticker Symbol<\/li><li><strong>92<\/strong>: TT product family ID (sent only for Security Definition (d) messages)<\/li><li><strong>93<\/strong>: TT product ID (sent only for Security Definition (d) messages)<\/li><li><strong>94<\/strong>: Alt Symbol (For ICE, the value is the &#8220;Cleared Alias&#8221; for the contract.)<\/li><li><strong>95<\/strong>: Clearport<\/li><li><strong>97<\/strong>: Alias<\/li><li><strong>98<\/strong>: Name<\/li><li><strong>99<\/strong>: Other (Set to instrument symbol if both product symbol and an instrument symbol are present in PDS and they are not the same.)<\/li><li><strong>100<\/strong>: Energy Identifier Code (EIC). Currently only used for the EPEX and Nord Pool exchanges.<\/li><li><strong>A<\/strong>: Bloomberg Code<\/li><li><strong>H<\/strong>: Clearing House (Inbound Drop Copy only)<\/li><li><strong>S<\/strong>: OpenFIGI ID<\/li><\/ul><\/div><\/td><\/tr><\/tbody><\/table><\/td><\/tr><tr class=\"component-header \" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td colspan=\"3\" class=\"col-name\"><span class=\"component-title\" data-bs-toggle=\"collapse\" data-bs-target=\"#fix-grp-leginstrumentgrp-b92fcd84-e743-4d68-90e8-99857b63caf4\" aria-expanded=\"false\" aria-controls=\"fix-grp-leginstrumentgrp-b92fcd84-e743-4d68-90e8-99857b63caf4\">LegInstrumentGrp <span class=\"group-label\"><\/span><\/span><\/td><td class=\"col-required\"><span class=\"req-tag optional\" data-bs-toggle=\"tooltip\" title=\"Optional\" style=\"cursor: help;\">N<\/span><\/td><td class=\"col-definition\"><p>Repeating group of legs in a multileg instrument<\/p>\n<p>The leg instrument group component block uses the same structure as the instrument component block sent from TT FIX to FIX clients, except that all of its tags represent the legs of an exchange-traded strategy. For example, instead of Tag 55 (Symbol) this block contains Tag 600 (LegSymbol).<\/p>\n<p><strong>Note<\/strong>: This tag can be included in messages sent from TT FIX Drop Copy sessions when the <strong>Compliance Feed (Send original order\/cancel\/change messages and pending execution reports)<\/strong> setting is enabled in Setup.<\/p>\n<\/td><\/tr><tr id=\"fix-grp-leginstrumentgrp-b92fcd84-e743-4d68-90e8-99857b63caf4\" class=\"collapse component-body-row\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td colspan=\"5\" class=\"col-nested-table\"><table class=\"nested-table table\"><tbody><tr id=\"tag-555\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">555<\/td><td class=\"col-name\">NoLegs<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when the value of tag 167 (SecurityType) is MLEG.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Number of legs in the repeating group<\/p>\n<p>\n          Can be zero (e.g. standardized multileg instrument such as an Option<br \/>\n          strategy). The value must be provided even if zero.\n        <\/p>\n<\/td><\/tr><tr id=\"tag-602\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">602<\/td><td class=\"col-name\">LegSecurityID<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 555 (NoLegs) &gt; 0.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>ID that uniquely identifies an instrument<\/p>\n<p>The value must match one of the IDs provided in response to the Security Definition Request (c) made at connection initiation.<\/p>\n<\/td><\/tr><tr id=\"tag-600\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">600<\/td><td class=\"col-name\">LegSymbol<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 555 (NoLegs) &gt; 0.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Leg instrument&#8217;s symbol<\/p>\n<\/td><\/tr><tr id=\"tag-609\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">609<\/td><td class=\"col-name\">LegSecurityType<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 555 (NoLegs) &gt; 0.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Multi-leg instrument&#8217;s individual security&#8217;s SecurityType.<\/p>\n<div class=\"enumerations-list\"><strong>Possible values:<\/strong><ul><li><strong>FUT<\/strong>: Future<\/li><li><strong>MLEG<\/strong>: Multi-leg<\/li><li><strong>OPT<\/strong>: Option<\/li><li><strong>SPOT<\/strong>: EEX spot products<\/li><li><strong>TBOND<\/strong>: Treasury bond<\/li><li><strong>CS<\/strong>: Common stock<\/li><li><strong>NONE<\/strong>: No security type (Not valid for 35=c, e or V)<\/li><\/ul><\/div><\/td><\/tr><tr id=\"tag-610\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">610<\/td><td class=\"col-name\">LegMaturityMonthYear<\/td><td class=\"col-dataType\">MONTHYEAR<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 555 (NoLegs) &gt; 0 and when tag 609 (LegSecurityType) is not <b>MLEG<\/b>.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Multi-leg instrument&#8217;s individual security&#8217;s MaturityMonthYear<\/p>\n<\/td><\/tr><tr id=\"tag-611\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">611<\/td><td class=\"col-name\">LegMaturityDate<\/td><td class=\"col-dataType\">LOCALMKTDATE<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Multi-leg instrument&#8217;s individual security&#8217;s MaturityDate.<\/p>\n<\/td><\/tr><tr id=\"tag-612\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">612<\/td><td class=\"col-name\">LegStrikePrice<\/td><td class=\"col-dataType\">PRICE<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 555 (NoLegs) &gt; 0 0 and when tag 609 (LegSecurityType) is <b>OPT.<\/b><\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Multi-leg instrument&#8217;s individual security&#8217;s StrikePrice.<\/p>\n<\/td><\/tr><tr id=\"tag-1358\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">1358<\/td><td class=\"col-name\">LegPutOrCall<\/td><td class=\"col-dataType\">INT<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when when Tag 609 (LegSecurityType) is <b>OPT<\/b>.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Whether the option represents a put or call<\/p>\n<div class=\"enumerations-list\"><strong>Possible values:<\/strong><ul><li><strong>0<\/strong>: Put<\/li><li><strong>1<\/strong>: Call<\/li><\/ul><\/div><\/td><\/tr><tr id=\"tag-624\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">624<\/td><td class=\"col-name\">LegSide<\/td><td class=\"col-dataType\">CHAR<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 555 (NoLegs) &gt; 0.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>The side of this individual leg (multi-leg security).<\/p>\n<div class=\"enumerations-list\"><strong>Possible values:<\/strong><ul><li><strong>1<\/strong>: Buy<\/li><li><strong>2<\/strong>: Sell<\/li><li><strong>3<\/strong>: Buy minus<\/li><li><strong>4<\/strong>: Sell plus<\/li><li><strong>5<\/strong>: Sell short<\/li><li><strong>6<\/strong>: Sell short exempt<\/li><li><strong>7<\/strong>: Undisclosed<\/li><li><strong>8<\/strong>: Cross<\/li><li><strong>9<\/strong>: Cross short<\/li><\/ul><\/div><\/td><\/tr><tr id=\"tag-623\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">623<\/td><td class=\"col-name\">LegRatioQty<\/td><td class=\"col-dataType\">FLOAT<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 555 (NoLegs) &gt; 0.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>\n          Ratio of quantity for this individual leg relative to the entire<br \/>\n          multi-leg security\n        <\/p>\n<p>The value represents one of the following:<\/p>\n<ul>\n<li>\n            For a leg of a covered strategy (such as a volatility trade) on CME<br \/>\n            or NYSE_Liffe markets, the value represents the delta (expressed as<br \/>\n            an integer between 1 and 100).\n          <\/li>\n<li>\n            In all other cases, the value represents the quantity of this leg in<br \/>\n            the strategy.\n          <\/li>\n<\/ul>\n<\/td><\/tr><tr id=\"tag-556\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">556<\/td><td class=\"col-name\">LegCurrency<\/td><td class=\"col-dataType\">CURRENCY<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 555 (NoLegs) &gt; 0.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Currency associated with a particular leg&#8217;s price<\/p>\n<\/td><\/tr><tr id=\"tag-566\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">566<\/td><td class=\"col-name\">LegPrice<\/td><td class=\"col-dataType\">PRICE<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 555 (NoLegs) &gt; 0 and Tag 623 (LegRatioQty) represents the delta for a covered strategy.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Price of the leg for a multi-leg instrument<\/p>\n<\/td><\/tr><tr id=\"tag-18212\" class=\"is-repeating-group-part\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"leginstrumentgrp\"><td class=\"col-tag\">18212<\/td><td class=\"col-name\">LegDeliveryTerm<\/td><td class=\"col-dataType\">CHAR<\/td><td class=\"col-required\"><span class=\"req-tag conditional\" data-bs-toggle=\"tooltip\" title=\"Conditional\" style=\"cursor: help;\">C<\/span><div class=\"condition-description\"><p>Send when Tag 555 (NoLegs) &gt; 0 and the delivery term is not monthly.<\/p>\n<\/div><\/td><td class=\"col-definition\"><p>Term of delivery for the underlying instrument.<\/p>\n<p>\n          TT FIX uses this value to identify contracts that do not have a<br \/>\n          monthly delivery term.\n        <\/p>\n<div class=\"comment-separator\"><\/div><p><strong>Possible values:<\/strong><\/p>\n<ul>\n<li><b>A<\/b>: Same day<\/li>\n<li><b>B<\/b>: Balance of month<\/li>\n<li><b>D<\/b>: Day<\/li>\n<li><b>L<\/b>: Balance of week<\/li>\n<li><b>N<\/b>: Next day<\/li>\n<li><b>Y<\/b>: Year<\/li>\n<\/ul>\n<\/td><\/tr><\/tbody><\/table><\/td><\/tr><tr class=\"component-header \" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td colspan=\"3\" class=\"col-name\"><span class=\"component-title\" data-bs-toggle=\"collapse\" data-bs-target=\"#fix-grp-trailer-65e9b95d-bda7-4ae4-b3f3-49347a8f9b96\" aria-expanded=\"false\" aria-controls=\"fix-grp-trailer-65e9b95d-bda7-4ae4-b3f3-49347a8f9b96\">Trailer <span class=\"group-label\"><\/span><\/span><\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>For additional information about this component group, consult the full  <a href=\"\/tt-fix\/general\/Structure_Trailer.html\">documentation<\/a>.<\/p>\n<\/td><\/tr><tr id=\"fix-grp-trailer-65e9b95d-bda7-4ae4-b3f3-49347a8f9b96\" class=\"collapse component-body-row\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"base\"><td colspan=\"5\" class=\"col-nested-table\"><table class=\"nested-table table\"><tbody><tr id=\"tag-10\" class=\"\" data-state=\"from-third-party-fix-acceptor-to-tt-fix-gateway\" data-component-group=\"trailer\"><td class=\"col-tag\">10<\/td><td class=\"col-name\">CheckSum<\/td><td class=\"col-dataType\">STRING<\/td><td class=\"col-required\"><span class=\"req-tag required\" data-bs-toggle=\"tooltip\" title=\"Required\" style=\"cursor: help;\">Y<\/span><\/td><td class=\"col-definition\"><p>Unencrypted three-character checksum<\/p>\n<p>This tag must always be the last field in a message (i.e. it serves, with the trailing &lt;SOH&gt;, as the end-of-message delimiter).<\/p>\n<\/td><\/tr><\/tbody><\/table><\/td><\/tr>            <\/tbody>\n        <\/table><\/div>\n    <\/figure>\n<\/div>\n\n\n<div>\n\t\t<h3 class=\"LabelHead\">Message Notes<\/h3>\n\t\t<p>The Security Definition (d) message is used to send information about an exchange-listed instrument. The third-party FIX acceptor sends one or more of these messages to a TT FIX Price Gateway in response to a Security Definition Request (c). A security definition contains all standing data at the markets.. The third-party FIX acceptor should send Security Definition (d) messages for all contracts and send new Security Definition (d) messages if any of the contract details, such as tick size, change.<\/p>\n\t\t<!--\n\t\t<p><b>Note<\/b>: If the third-party FIX acceptor finds no contracts that match the specified filter, it should send no response back to the TT FIX Price Gateway.<\/p>\n\n\t\t<div>\n\t\t\t<h4 id=\"TickSizesValues\">Determining tick sizes and tick values<\/h4>\n\t\t\t<p>To determine the tick size and tick value of a given contract, the TT FIX Order Gateway:<\/p>\n\t\t\t<ul>\n\t\t\t\t<li>In the <a href=\"\/tt-fix\/market-data\/Msg_SecurityDefinitionRequest_c.html\">Security Definition Request (c)<\/a> message, sends Tag 17000 (RequestTickTable) = Y.<\/li>\n\t\t\t\t<li>With the resulting Security Definition (d) message, calculates the values using the following algorithm.\n<pre>\nif tag 16456 (NumTickTblEntries) == 0\n{\n  (The tick size (and tick value) are the same for all prices.)\n  Tick Size (for all prices) = Tag 16552 (ExchTickSize)\n  Tick Value (for all prices) = Tag 16552 (ExchTickSize) * Tag 16554 (ExchPointValue)\n}\nelse\n{\n  (The tick size and tick value vary by price level.)\n  Base Tick Size = Tag 16552 (ExchTickSize)\n  P = price in Points (decimal) for which the tick size is required\n  for (int i = 0; i &lt; Tag 16456 (NumTickTblEntries); i++)\n  {\n    if ( P &lt; (Tag 16458 (MaxPrice) for row i) )\n    {\n      Tick Size (for price P) = Base Tick Size * (Tag 16457 (NumTicks) for row i)\n      Tick Value (for price P) = Tick Size (for price P) * Tag 16554 (ExchPointValue)\n      exit loop\n    }\n  }\n}\n<\/pre>\n\t\t\t\t<\/li>\n\t\t\t<\/ul>\n\t\t<\/div>\n\t<\/div>\n\t<div>\n\t\t<h4>Working with spreads and strategies<\/h4>\n\t\t<p>When the TT FIX Price Gateway requests a security definition for a spread or strategy, the third-party FIX acceptor should respond by sending:<\/p>\n\t\t<ul>\n\t\t\t<li>A Security Definition (d) for the spread itself. If an underlying repeating group exists for each leg of the spread, tag 146 (NoRelatedSym) must be set to the total number of underlying repeating groups (spread legs) associated with the spread.<\/li>\n\t\t\t<li>One Security Definition (d) for each leg of the spread.<\/li>\n\t\t<\/ul>\n\t-->\n\t<\/div>\n\n\n\n<div>\n\t\t<h3>Related Information<\/h3>\n\t\t<p><a href=\"\/tt-fix\/market-data\/Msg_SecurityDefinitionRequest_c.html\">Security Definition Request (c)<\/a><\/p>\n\t<\/div>\n","protected":false},"excerpt":{"rendered":"<p>Security Definition (d) Message Purpose Used by a third-party FIX acceptor to send contract information in res [&hellip;]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[467],"class_list":["post-7116","doc","type-doc","status-publish","hentry","docs-category-price-gateway-messages"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7116","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7116\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=7116"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=7116"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}