Symbol Discovery and Security Definitions Messages

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

The unique identifier for this request. This same identifier will be returned in the EXCHANGE_LIST_RESPONSE message.

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

The RequestID sent in the request by the Client.

The exchange identifier that the Server uses to identify a particular exchange.

1 = final message in batch.

The complete exchange description.

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

The unique identifier for this request. This same identifier will be returned in the SECURITY_DEFINITION_RESPONSE message.

The Exchange to return the available symbols listed on that Exchange.

The optional Security Type.

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

The unique identifier for this request. This same identifier will be returned in the SECURITY_DEFINITION_RESPONSE message.

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The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

The unique identifier for this request. This same identifier will be returned in the SECURITY_DEFINITION_RESPONSE message.

The underlying symbol.

The exchange of the symbols to search for.

The security type of the symbols to search for.

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

The unique identifier for this request. This same identifier will be returned in the SECURITY_DEFINITION_RESPONSE message.

The search text to search the Symbol or the Description for.

If the SearchText field is an empty text string, then the server should reject the request with a SECURITY_DEFINITION_REJECT message.

The Exchange of the Symbol to search for.

The Security Type of the Symbol to search for.

This field is the search type. Can be one of two possible values. Can specify to search the Symbol or the Description.

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

The unique identifier for this request. This same identifier will be returned in the SECURITY_DEFINITION_RESPONSE message.

The symbol to return a security definition for.

The optional exchange for the Symbol.

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

This is the same RequestID that this message is in response to and was given in the original request message.

Text reason for rejection.

The standard message size field. Automatically set by constructor.

The standard message type field. Automatically set by constructor.

This is the same RequestID that this message is in response to and was given in the original Security Definition request message.

This is the Symbol the Security Definition is for.

When the Server responds with a single SECURITY_DEFINITION_RESPONSE message and there are no security definitions to return for the original request, this will be empty.

This field should be empty when this Security Definition message is in response to UNDERLYING_SYMBOLS_FOR_EXCHANGE_REQUEST.

This is the Exchange for the Symbol. This field is optional.

The Security Type for the symbol.

The text description for the Symbol.

The minimum amount that prices can change by for the Symbol and minimum amount that prices are quoted in.

This field specifies the price formatting for display purposes.

This field is the currency value per MinPriceIncrement in the Symbols currency.

Set to a integer value of 1 to indicate this is the final message in batch of Security Definition Response messages.

With the integer order entry messages discontinued as of August 2020, this field is no longer relevant.

With the integer market data messages discontinued as of August 2020, this field is no longer relevant.

This is the underlying symbol for the Symbol field if the Symbol has an underlying symbol.

The Server must set this when the SECURITY_DEFINITION_RESPONSE message in response to UNDERLYING_SYMBOLS_FOR_EXCHANGE_REQUEST, SYMBOLS_FOR_UNDERLYING_REQUEST.

This is typically used with futures. A futures symbol for a specific contract year and month will have an underlying symbol equivalent to the Symbol without the year and month characters.

This is set to 1 when the Symbol does not provide MARKET_DATA_UPDATE_TRADE messages and only provides MARKET_DATA_UPDATE_BID_ASK messages when there is market activity for the Symbol.

Otherwise, when this is set to 0, MARKET_DATA_UPDATE_TRADE messages will be received after subscribing to market data, when there is trading activity.

The strike price when the Security Type is an option type.

When the Security Type is an option, this indicates if it is a put or call.

The short interest when the Security Type is a stock.

The expiration date for the Symbol for symbols which have an expiration date.

The daily interest amount which is deducted for a Buy position. This only applies for Forex trading. It is in the quote currency of the symbol.

The daily interest amount which is deducted for a Sell position. This only applies for Forex trading. It is in the quote currency of the symbol.

The earnings per share as a currency value when the Security Type is a stock.

This is the number of shares outstanding for stocks.

With the integer order entry and market data messages discontinued as of August 2020, this field is no longer relevant.

When HasMarketDepthData is set to 1, it indicates the Symbol has market depth data available for it. When this is set to 0, market depth data is not supported for the Symbol.

This is an optional field for the Server to set.

The default for this is 1.0.

This sets the multiplier to use in the case where the Client should multiply the values in market data messages by some number other than 1.0 before displaying them to the user.

It is recommended that a Server does not use this and instead transmit to the Client values as the actual floating-point values.

This should not be confused with the integer market data messages and the IntToFloatPriceDivisor field used with those messages. DisplayPriceMultiplier is for when the Server transmits market data values using floating-point types and where those values may have a fractional component, but where it is necessary to still multiply the original value by this multiplier to get the final value to display to the user.

When this is set to a value other than 1.0, then the MinPriceIncrement and the PriceDisplayFormat fields are relative to the market data values after the DisplayPriceMultiplier is applied.

This is an optional field. This is the exchange symbol which corresponds with the Symbol field.

This field should be empty when this Security Definition message is in response to UNDERLYING_SYMBOLS_FOR_EXCHANGE_REQUEST.

This field applies to the Futures Security Type.

This is the rollover date for the symbol according to the typical time where trading transitions from one contract month to the next.

This field applies to the Futures Security Type.

This is the initial margin requirement as specified by the exchange, if available.

This field applies to the Futures Security Type.

This is the maintenance margin requirement as specified by the exchange, if available.

This is the currency that the Symbol trades in or is priced in.

In the case of when a Symbol is a contract type, this variable indicates the size of the contract.

This is going to be an exchange specific specification.

In the case of when a Symbol is a contract type, this field is the number of outstanding contracts.

This field will be 1 if the market data for the Symbol is intentionally delayed by a certain amount of time. Otherwise, this will be 0.