Security Definition (d)

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

Identifies class or source of the SecurityAltID (455) value.

Possible values include:

• 1: CUSIP
• 5: RIC code
• 97: Alias
• 98: Name
• 99: Other

ID that uniquely identifies an instrument

The value must match one of the IDs provided in response to the Security Definition Request (c) made at connection initiation.

Leg instrument’s symbol

Multi-leg instrument’s individual security’s SecurityType.

Possible values include:

• FUT: future
• MLEG: multi-leg
• OPT: option

Multi-leg instrument’s individual security’s MaturityMonthYear

Multi-leg instrument’s individual security’s MaturityDate.

Multi-leg instrument’s individual security’s StrikePrice.

Whether the option represents a put or call

The side of this individual leg (multi-leg security).

Possible values include:

• 1: Buy
• 2: Sell

Ratio of quantity for this individual leg relative to the entire
multi-leg security

The value represents one of the following:

• For a leg of a covered strategy (such as a volatility trade) on CME
  or NYSE_Liffe markets, the value represents the delta (expressed as
  an integer between 1 and 100).
• In all other cases, the value represents the quantity of this leg in
  the strategy.

Currency associated with a particular leg’s price

Price of the leg for a multi-leg instrument

Term of delivery for the underlying instrument.

TT FIX uses this value to identify contracts that do not have a
monthly delivery term.

Possible values:

• A: Same day
• B: Balance of month
• D: Day
• L: Balance of week
• N: Next day
• Y: Year