TT FIX Security Definition - Examples

The TT FIX security definitions within the zipped files below, have been obtained in TT's UAT environment. These samples are being provided with the intention to give more insight on the the additional data that is now on our new TT FIX security definitions.

Additional tags that can be seen in TT FIX Security Definitions of note:

• ExDestination [100] is new and populates the ISO MIC codes.
• CFI Code [461] Type of security using ISO 10962 standard
• MaturityDate [541] is new and populates the instrument’s date of maturity in YYYYMMDD.
• Product [460] Product type associated with the security
• ContractYearMonth [18223] is new and identifies the instrument's actual delivery month when it differs from expiration. For example, ICE Brent Crude Futures contracts will cease trading at the end of the designated settlement period on the last business day of the second month preceding the relevant contract month (e.g. the December contract month will expire on the last business day of October).
• SecurityAltIDGrp [454/455/456] group is used to identify a number alternate security identifiers for an instrument

35=d|49=FFO|56=jphsecdef|34=147|52=20181109-16:56:53.577|320=779678065|322=779678065:0|323=4|393=3|15=EUR|167=FUT|55=FDAX|107=DAX |460=5|200=201812|541=20181220|205=20|48=13568260141714770717|207=Eurex|100=XEUR|461=FFMCSX|18211=M|16460=1|16552=0.5|16554=25|18223=201812|454=5|455=FDAX201812|456=98|455=FDAX Dec18|456=97|455=XF000006VB57|456=4|455=FDXZ8|456=5|455=582947|456=8|864=2|865=5|866=20181220|865=6|866=20181220|10=061|