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FIX Security Definition - Fields of Interest

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Matt Duffey created · Oct 02, 2019 at 09:05 PM · jeromehayes edited · Oct 02, 2019 at 09:39 PM
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In addition to the standard security definition fields most implementers are familiar with, please see additional fields of interest below that may be beneficial to your application when consuming FIX security definitions from TT's Security Definition FIX service.

8=FIX.4.2|9=00508|35=d|49=senderComp|56=targetComp|34=4|52=20191001-19:35:28.652|320=1|322=98:2|323=4|393=2|15=USD|167=FUT|55=6A|107=Australian Dollar  Futures|460=4|200=201912|541=20191216|205=16|9787=0.0001|48=5790982064143651959|207=CME|100=XCME|461=FFCXSX|18211=M|16552=1|16554=10|18223=201912|454=6|455=6AZ9|456=98|455=6A Dec19|456=97|455=1ADZ9|456=5|455=24247|456=8|455=AD Dec19|456=95|455=5522273043505879187|456=93|864=2|865=5|866=20191216|865=6|866=20191216|10=137|
100ExDestinationFIX 4.2 (only) and populates the ISO MIC codes
30LastMktFIX 4.4 (only) and populate the ISO MIC codes
461CFICodeType of security using ISO 10962 standard
460ProductProduct type associated with the instrument
18223 18224ContractYearMonth LegContractYearMonthIdentifies the instrument's actual delivery month in YYYYMM when it differs from expiration. For example, energy contracts ICE Brent [200=202010, 18223=202012] and TOCOM Crude [200=202012, 18223=202011]
18221 18212DeliveryTerm LegDeliveryTermDefines contracts that do not have monthly delivery terms
[454,455,456] [604,605,606]SecurityAltIDGrp LegSecurityAltIDGrpDefines alternate instrument identifiers. For more information please see library → 454 & 606. Note - each exchange may have more or less alternate security identifiers.
9787PriceDisplayFactorPrice factor to assist in converting prices to or from TT FIX. For example, converting CME Globex prices to the conventional price from the display price.
16464TradesInFlowDefines if the contract delivers in flow. Unlike the X_TRADER platform, TT's FIX execution quantities are now reported in flow when applicable.
[864,854,866]EventTypesGroup used to define both ExpiryDate & LastTradeDate of contract
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FIX Security Definition - Fields of Interest

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