| Standard Header | Y | MsgType = d |
| 320 | SecurityReqID | Y | Security Definition Request identifier. Must be unique to distinguish security definition requests. |
| 322 | SecurityResponseID | Y | ID of current Security Definition message. |
| 323 | SecurityResponseType | Y | Type of Security Definition message response. The following values can be used: |
| | | 4 = List of Securities returned per request. |
| | | 5 = Reject Security Proposal. Security Definition Requests not Enabled (in Logon message). |
| 911 | TotNumReports | N | Total number of Security Definitions associated with its Security Definition Request. |
| 207 | SecurityExchange | N | Exchange. This is the T4 Exchange ID. |
| 55 | Symbol | N | Contract within an Exchange. This is the T4 Contract ID. |
| 48 | SecurityID | N | Market (i.e. Security) for a given Contract. This is the T4 Market ID. |
| 107 | SecurityDesc | N | Security Description. The description may also refer to contracts (for Get Contract IDs requests) or exchanges (for Get Exchange IDs requests). |
| 200 | MaturityMonthYear | N | Specifies the month and year of maturity. Format YYYYMM. |
| 205 | MaturityDay | N | Maturity Day. Last Trading day for the current market. |
| 562 | MinTradeVol | N | The minimum trading volume for the security. |
| 969 | MinPriceAmount | N | The minimum price movement in this market. Only present if you login with 372=D. |
| 9850 | MinCabPrice | N | The minimum cab price for this market. Only present if you login with 372=D. |
| 6350 | TickRule | N | The variable tick table definition. (e.g. 5;P<-500=25;p>500=25 indicates a minimum price increment of 5 except when prices are below -500 and above 500 for which a minimum price increment of 25 is applied). Only present if you login with 372=D. |
| 9800 | PriceDisplayFormat | N | The number of decimal places in a price for this market. Only present if you login with 372=D. |
| 5770 | PriceRatio | N | Obsolete. Price Ratio as a fraction of Numerator to Denominator. Reduced Ticks Spreads also provide ratios as delineated with the RTS acronym. |
| 1146 | MinPriceIncrementAmount | N | If you login with 372=D then this is always the currency value of the minimum price increment. Otherwise it is either currency value of the minimum price increment, or the Variable Tick Table (e.g. 5;P<-500=25;p>500=25 indicates a minimum price increment of 5 except when prices are below -500 and above 500 for which a minimum price increment of 25 is applied). |
| 201 | PutOrCall | N | Put Or Call identifier (for Options Security Type). The following values can be used: |
| | | 0 = Put |
| | | 1 = Call |
| 202 | StrikePrice | N | Strike Price (for Options Security Type). |
| 167 | SecurityType | N | Indicates type of security. Valid values are: |
| | | FUT = Futures |
| | | OPT = Options |
| | | STK = Stock |
| | | SYN = Synthetic |
| | | BIN = Binary Option |
| 762 | SecuritySubType | N | Security SubType that further describes the security. The following values can be used: |
| | | 0 = None (outright) |
| | | 1 = Calendar Spread |
| | | 2 = RT Calendar Spread |
| | | 3 = Inter Contract Spread |
| | | 4 = Butterfly |
| | | 5 = Condor |
| | | 6 = Double Butterfly |
| | | 7 = Horizontal |
| | | 8 = Bundle |
| | | 9 = Month vs Pack |
| | | 10 = Pack |
| | | 11 = Pack Spread |
| | | 12 = Pack Butterfly |
| | | 13 = Bundle Spread |
| | | 14 = Strip |
| | | 15 = Crack |
| | | 16 = Treasury Spread |
| | | 17 = Crush |
| | | 18 = None |
| | | 19 = Threeway |
| | | 20 = Threeway Straddle vs Call |
| | | 21 = Threeway Straddle vs Put |
| | | 22 = Box |
| | | 23 = Christmas Tree |
| | | 24 = Conditional Curve |
| | | 25 = Double |
| | | 26 = Horizontal Straddle |
| | | 27 = Iron Condor |
| | | 28 = Ratio 1x2 |
| | | 29 = Ratio 1x3 |
| | | 30 = Ratio 2x3 |
| | | 31 = Risk Reversal |
| | | 32 = Straddle Strip |
| | | 33 = Straddle |
| | | 34 = Strangle |
| | | 35 = Vertical |
| | | 36 = Jelly Roll |
| | | 37 = Iron Butterfly |
| | | 38 = Guts |
| | | 39 = Generic |
| | | 40 = Diagonal |
| | | 41 = Covered Threeway |
| | | 42 = Covered Threeway Straddle vs Call |
| | | 43 = Covered Threeway Straddle vs Put |
| | | 44 = Covered Box |
| | | 45 = Covered Christmas Tree |
| | | 46 = Covered Conditional Curve |
| | | 47 = Covered Double |
| | | 48 = Covered Horizontal Straddle |
| | | 49 = Covered Iron Condor |
| | | 50 = Covered Ratio 1x2 |
| | | 51 = Covered Ratio 1x3 |
| | | 52 = Covered Ratio 2x3 |
| | | 53 = Covered Risk Reversal |
| | | 54 = Covered Straddle Strip |
| | | 55 = Covered Straddle |
| | | 56 = Covered Strangle |
| | | 57 = Covered Vertical |
| | | 58 = Covered Jelly Roll |
| | | 59 = Covered Iron Butterfly |
| | | 60 = Covered Guts |
| | | 61 = Covered Generic |
| | | 62 = Covered Diagonal |
| | | 63 = Covered Butterfly |
| | | 64 = Covered Condor |
| | | 65 = Covered Horizontal |
| | | 66 = Covered Strip |
| | | 67 = Covered Option |
| | | 68 = Balanced Strip |
| | | 69 = Unbalanced Strip |
| | | 70 = Inter Contract Strip |
| | | 71 = Invoice Swap |
| | | 72 = Interest Rate Swap |
| | | 73 = Average Price Strip |
| | | 74 = Treasury Tail |
| 40 | OrdType | N | T4 Order Types supported by this market. Order Types are provided as a bitwise logically-AND-ed (unsigned) integer. For instance, E-mini S&P 500 March 2013 futures returns an order type integer of 142255 (a.k.a. binary 100010101110101111). This value conveys the following order types as being supported: Market, Limit, StopMarket, StopLimit, ImmediateAndCancel, StatusRequest, StopSameLimit, GoodTillCancelled, MarketModeReliable, MaxShow and RFQ. The integer masks for the T4 Order Types are: |
| | | 0 = Market is view only |
| | | 1 = Market orders |
| | | 2 = Limit |
| | | 4 = Stop Market |
| | | 8 = Stop Limit |
| | | 16 = MarketOnOpen |
| | | 32 = ImmediateAndCancel |
| | | 64 = CompleteVolume |
| | | 128 = StatusRequest |
| | | 256 = StopSameLimit. |
| | | 512 = GoodTillCancelled |
| | | 1024 = MarketOnClose |
| | | 2048 = MarketModeReliable. Whether or not the market mode values are reliable for this market. i.e. Whether activation OnMarketMode order types and similar should be allowed. |
| | | 4096 = ImpliedMatching. Whether implied orders will match at the exchange or not |
| | | 8192 = MaxShow. Iceberg order type. |
| | | 16384 = NoQuotes. This market does not provide any quotes |
| | | 32768 = NoStrategyLegFills. This market does not provide strategy leg fills |
| | | 65536 = NoDayOrders. This market does not support day orders (Time-In-Force). |
| | | 131072 = RFQ. This market supports RFQ's. |
| 15 | Currency | N | Currency of Market Prices. |
| | Start Repeating Group | |
| 864 | NoEvents | N | Number of events for contract. |
| 865 | EventType | N | Type of Event. The following values are allowed: |
| | | 1 = Day Change Time |
| | | 2 = Day Change Time Exceptions. Days and Times for which the Day Change Time is exempted. |
| 866 | EventDate | N | Date of the event. |
| 1145 | EventTime | N | Time of the event (in local CST Time or string for Day Change Time Exceptions i.e. Tag 865=2). |
| | End Repeating Group | |
| | Start Repeating Group | |
| 555 | NoLegs | N | Number of legs of multi-legged strategy. Must be provided if number of legs is greater than 1. |
| 600 | LegSymbol | N | Individual leg Contract for multi-leg instrument. This is the T4 Contract ID for this leg. It must be the first tag of this group. |
| 623 | LegRatioQty | N | Individual leg Quantity Ratio. A negative value indicates a LegSide of Sell. |
| 624 | LegSide | N | Individual leg Side. Valid Values are: |
| | | 1 = Buy |
| | | 2 = Sell |
| 609 | LegSecurityType | N | Individual leg Security Type. Valid values are: |
| | | FUT = Futures |
| | | OPT = Options |
| 602 | LegSecurityID | N | Individual leg Security (Market) identifier for multi-leg instrument. This is T4 Market ID for this leg. |
| 556 | LegCurrency | N | Individual leg Currency for multi-leg instrument. |
| 610 | LegMaturityMonthYear | N | Individual leg instrument maturity. Format YYYYMM. |
| 612 | LegStrikePrice | N | Individual leg strike (for Options Security Type). |
| 1358 | LegPutOrCall | N | Individual leg Put or Call (for Options Security Type). Valid values are: |
| | | 0 = Put |
| | | 1 = Call |
| 616 | LegSecurityExchange | N | Individual leg Exchange. This is the T4 Exchange ID for this leg. |
| 620 | LegSecurityDesc | N | Individual leg instrument description. |
| | End Repeating Group | |
| | Start Repeating Group | |
| 454 | NoSecurityAltID | N | Number of Alternate Security Identifiers. |
| 455 | SecurityAltID | N | Alternate Security Identifier. |
| 456 | SecurityAltIDSource | N | Identifies class or source of the SecurityAltID (Tag 455). The following values are allowed: |
| | | 8 = Exchange. (Pass-through from Exchange. Subject to changes from Exchange. Tag 455 value does not originate from CTS). |
| | | M = Market Place Assigned. (Pass-through from Exchange. Subject to changes from Exchange. Tag 455 value does not originate from CTS). |
| | End Repeating Group | |
| | Standard Trailer | Y |