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The Security Definition (tag 35-MsgType=d) message is sent at successful creation of a UDS instrument.

The → symbol indicates a repeating tag.

Tag

Name

FIX Type

Enumeration

Req

Description

Standard Header - CME Globex to Client System




35MsgTypeString(2)d=Security DefinitionYHeader tag identifying message type.

15

Currency

Currency(3)


N

Identifies currency used for price. Absence of this field is interpreted as the default currency for the security.

22

SecurityIDSource

Char(1)

4=ISIN number

N

Identifies class or source of the tag 48-SecurityID value.

48

SecurityID

Int(12)


N

Identifier of the instrument defined in tag 107.

58

Text

String(200)


N

Used for instructions to customer if needed, i.e. reject reason.

107

SecDesc

String(20)


N

UDS Instrument identifier (e.g. UD:U$:CVT 0808123456).

200

MaturityMonthYear

String(8)


N

Instrument expiration; earliest leg maturity in the options spread or combination.

Format YYYYMM (i.e. 200912.)

320

SecurityReqID

String(32)


Y

Unique identifier from tag 320 of the Security Definition Request (tag 35-MsgType=c) message.

322

SecurityResponseID

String(32)


Y

CME Globex generated unique ID for the response.

323

SecurityResponseType

Int(1)

2=Accept security proposal
with revisions as indicated
in the message.
5=Reject security proposal.

Y*

Type of response.
Note: if tag 142-SenderLocationID is not present on the inbound Security Definition Request (tag 35-MsgType=c) message, the request will be rejected with tag 323=5.

167SecurityTypeString(6)

FUT=Future

OPT=Option

IRS=Interest Rate Swap

FXSPOT=FX Spot

C

Security Type

Note: For UDS for Futures, only returned in UDS acknowledgments (tag 323-SecurityResponseType=2). It is not returned in rejects (323-SecurityResponseType=5).

55

Symbol

String(6)


N

Product Code.

9779

UserDefinedInstrument

String(1)

Y=User defined instrument 
N=Not a user defined instrument

C

Identifies user-defined instruments. If the tag is not present, the instrument is not user-defined.

827

ExpirationCycle

Int(1)

0=Expire on trading session close (default)
2=Trading eligibility expiration specified in the date and
time fields.

N

For tag 827-ExpirationCycle=2, instrument expires as indicated in market data Security Definition (tag 35-MsgType=d) repeating block:

  • Tag 865-EventType=7 (Last Eligible Trade Date)
  • Tag 1145-EventTime

1028

ManualOrderIndicator

Boolean(1)

Y=manual
N=automated

Y*

Value sent on inbound message from client system indicating manual or automated trading logic.

5149MemoString(75)
N

Allows users to submit a free-form Note tag with a customer order and persists from order entry through clearing

Note: if tag 5149-Memo value on inbound messages exceeds the max length of 75 bytes, iLink will return a truncated 75 bytes from the right on the response.

5979RequestTimeInt(20)
NInformation carried on a response to convey the time (UTC) when the request was processed by the MSGW application. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

9776

AutoQuoteRequest

Boolean(1)

Y = Quote Request (tag 35-MsgType=R) generated at UDS creation.

Y*

Always set to Y.

Note: Not sent when tag 323-SecurityResponseType=5.

555

NoLegs

Int(3)


Y*

Number of repeating groups in the message.

Option Repeating Group






→600

LegSymbol

String(6)


Y*

Product Code.

→602

LegSecurityID

String(12)


N

Identfier of the instrument defined in tag 620-LegSecruityDesc.

→603

LegSecurityIDSource

Char(1)

8=Exchange symbol

N

Identifies class or source of the tag 48-SecurityID value.

→608

LegCFICode

String(6)


N

CFI code for leg instrument.

→610

LegMaturityMonthYear

String(8)


N

Expiration month and year.

→612

LegStrikePrice

Price(19)


N

Strike requested.
Included for outright options only.

For UDS for futures, this will always be sent as 0.

→620

LegSecurityDesc

String(20)


Y*

Instrument identifier.

→623LeqRatioQtyInt(2)
YSpecifies ratio for the leg instrument defined in this repeating group. Required for options legs.

→624

LegSide

Char(1)

1=Buy
2=Sell

Y*

Leg side.

→942

LegStrikeCurrency

Currency(3)


N

Strike currency.
Included for outright options only.

Future Repeating Group






→600

LegSymbol

String(6)


Y

Product Code.

→602

LegSecurityID

String(12)


N

Identifier of the instrument defined in tag 620-LegSecurityDesc.

→603

LegSecurityIDSource

Char(1)

8=Exchange symbol

N

Identifies class or source of the tag 48-SecurityID value.

→608

LegCFICode

String(6)

 iLink - CFICode Table of Values

N

CFI code for leg instrument.

→620

LegSecurityDesc

String(20)


Y*

Instrument identifier.

→623LegRatioQtyQty(2)
C

Specifies ratio for the leg instrument defined in this repeating group. For a Covered UDS this tag is optional for covering future leg(s).

→624

LegSide

Char(1)

1=Buy
2=Sell

Y*

Leg side.

→566

LegPrice

Price(15)


N

Price of the futures contract. 
Note:

  • If this field contains more than 15 characters (including decimal and/or sign), the Security Definition Request will be rejected.
  • If this tag is present for an options repeating group, the message will be rejected.

→1017

LegOptionDelta

Float(6.2)


N

For covered options only; delta used to calculate the quantity of futures used to cover the option or options spread or combination.
Refer to User Defined Spread - UDS for more information.
Float (6.2) = six-byte field with two decimal places.

Standard Message Trailer





End of message.

Y: Required by FIX protocol, Y*: Required by CME Globex (not by FIX protocol), N: Not Required, C: Conditionally