Derivatives FIX Security Definitions

Security Definition (35=d)

Sent when contract states are updated.

Tag	Name	FIX Type	Req	Description
980	SecurityUpdateAction	Char	Y	Included in the message on the Incremental feed when a mid-week deletion or modification (i.e., extension) occurs. 980=A: Add represents Security Definition messages that are: Newly added during the current week Disseminated during the Sunday Startup period Resent by the system during the week 980=M: Modify represents modifications to a Security Definition 980=D: Delete represents deletions of a Security Definition
779	LastUpdateTime	UTCTimestamp	Y	Timestamp of when the instrument was last added, modified or deleted. UTC Timestamps are sent in nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.
55	Symbol	String	Y	Instrument name or symbol.
167	SecurityType	String	C	See [Security Type (Tag167)]
762	SecuritySubType	String	C	See SecuritySubType (Tag762) Represents spread strategy if applicable
107	SecurityDesc	String	Y	Instrument Name
200	MaturityMonthYear	Month-year	C	This field provides the calendar month reflected in the instrument symbol (tag 55-Symbol in MDP 3.0; tag 107-SecurityDesc). Format YYYYMM (e.g., 201912) For futures spreads and options spreads, this field contains the first leg's calendar month reflected in the instrument symbol.
6937	Asset	String	Y	String field that indicates the underlying asset code (Product Code). Example: EU (Euro/USD FX Rate). Product Code was previously communicated in tag 1151-SecurityGroup.
461	CFICode	String	Y	ISO standard instrument categorization code.
462	UnderlyingProduct	Int	Y	2=Commodity/Agriculture 4=Currency 5=Equity 12=Other 14=Interest Rate 15=FX Cash 16=Energy 17=Metals 99=Crypto
1682	MDSecurityTradingStatus	Int	N	21 = Pre Open 27 = Pre Open (No Cancel) 17 = Ready to Trade 2 = Trading Halt 4 = Close 99 = Pause 18 = Expired 98 = Forbidden
15	Currency	Currency	Y	Identifies currency used for price.
120	SettlCurrency	Currency	C	Identifies currency used for settlement price, if different from trade price currency.
562	MinTradeVol	Qty	Y	The minimum trading quantity for a security.
1140	MaxTradeVol	Qty	Y	The maximum trading quantity for a security.
969	MinPriceIncrement	Float	Y	Minimum constant tick for the instrument.
864	NoEvents	NuminGroup	Y	Number of repeating EventType entries. Indicates number of repeating groups and length of each repeating group in the message.
→865	EventType	Int	Y	Code to represent the type of event. 5=Activation 7=Last eligible trade date
→1145	EventTime	String	Y	Trading Session Date of event. Format yyyyMMdd
996	UnitOfMeasure	String	C	Unit of measure for the product's original contract size. This will be populated for all products listed on Coinbase Derivatives Exchange. USD unit of measure can be in U.S. dollars or cents.
1147	UnitOfMeasureQty	Float	C	This field contains the contract size for each instrument. Use in combination with tag 996-UnitofMeasure. For example: Euro futures -Tag 1147=10000 -Tag 996=Euro For variable-quantity products, the contract size reflects the original contract size, before the application of the multiplier
1149	HighLimitPrice	Price	N	Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected. This price protects off prices for quoting. Note: This value is indicative only and may not reflect the actual real-time high limit price.
1148	LowLimitPrice	Price	N	Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected. This price protects off prices for quoting. Note: This value is indicative only and may not reflect the actual real-time low limit price.
1143	MaxPriceVariation	Price	C	Differential value for price banding.
5796	TradingReferenceDate	LocalMktDate	C	Date of current trading session
734	PriorSettlPrice	Price	C	Prior Settlement Price (Settlement price of the prior trading session day)
730	SettlPrice	Price	C	Settlement Price
731	SettlPriceType	Int	C	Type of settlement price. The value of 2 (Theoretical) will be sent during the initial seeding of a new contract. This tag is sent in conjunction with Tag 734 (PriorSettlPrice)
555	NoLegs	NuminGroup	N	Number of legs that make up security (for spreads)
→600	LegSymbol	String	N	Symbol of underlying leg
→620	LegSecurityDesc	String	N	Name of underlying leg
→609	LegSecurityType	String	N	Security type of underlying leg
→624	LegSide	Char(1)	N	Side of underlying leg
→608	LegCFICode	String	N	ISO standard instrument categorization code of underlying leg
→556	LegCurrency	Currency	N	Currency of underlying leg

SecurityListRequest (35=x)

Tag	Name	FIX Type	Req	Description
320	SecurityReqID	String	Y	Unique security request ID
559	SecurityListRequestType	String	Y	0 = Symbol
55	Symbol	String	Y	55=NA gets all securities
167	SecurityType	String	C	Not required if 55=NA

SecurityList (35=y)

Full instrument contact state snapshot request.

Tag	Name	FIX Type	Req	Description
320	SecurityReqID	String	Y	Unique security request ID
322	SecurityResponseID	String	Y	Unique response ID
560	SecurityRequestResult	String	Y	0 = ValidReq 1 = InvalidReq
393	TotNoRelatedSym	Int	N	Total number of securities to be returned for this request
893	LastFragment	String	N	N = Not Last message Y = Last Message for SecurityListRequest
146	NoRelatedSym	NumInGroup	Y	number of securities in the list
55	Symbol	String	Y	instrument code
167	SecurityType	String	Y	See Security Type (Tag167)
762	SecuritySubType	String	C	See SecuritySubType (Tag762) Represents spread strategy if applicable
107	SecurityDesc	String	Y	Instrument Name
200	MaturityMonthYear	Month-year	C	This field provides the calendar month reflected in the instrument symbol (tag 55-Symbol in MDP 3.0; tag 107-SecurityDesc). Format YYYYMM (e.g., 201912) For futures spreads and options spreads, this field contains the first leg's calendar month reflected in the instrument symbol.
461	CFICode	String	Y	ISO standard instrument categorization code.
462	UnderlyingProduct	Int	Y	2=Commodity/Agriculture 4=Currency 5=Equity 12=Other 14=Interest Rate 15=FX Cash 16=Energy 17=Metals 99=Crypto
1682	MDSecurityTradingStatus	Int	N	21 = Pre Open 27 = Pre Open (No Cancel) 17 = Ready to Trade 2 = Trading Halt 4 = Close 99 = Pause 18 = Expired 98 = Forbidden
15	Currency	Currency	Y	Identifies currency used for price.
120	SettlCurrency	Currency	C	Identifies currency used for settlement price, if different from trade price currency.
562	MinTradeVol	Qty	Y	The minimum trading quantity for a security.
1140	MaxTradeVol	Qty	Y	The maximum trading quantity for a security.
969	MinPriceIncrement	Float	Y	Minimum constant tick for the instrument.
864	NoEvents	NuminGroup	Y	Number of repeating EventType entries. Indicates number of repeating groups and length of each repeating group in the message.
→865	EventType	Int	Y	Code to represent the type of event. 5=Activation 7=Last eligible trade date
→1145	EventTime	String	Y	Trading Session Date of event. Format yyyyMMdd
231	ContractMultiplier	Int	C	Number of deliverable units per instrument, e.g., peak days in expiration month or number of calendar days in expiration month. The market data Security Definition (tag 35-MsgType=d) message for the variable quantity spread will be populated with the value '0' for tag 231-ContractMultiplier. The market data Security Definition (tag 35-MsgType=d) message is populated with values for the outright legs for tag 231-ContractMultiplier and customers must extract this value.
996	UnitOfMeasure	String	C	Unit of measure for the product's original contract size. This will be populated for all products listed on Coinbase Derivatives Exchange. USD unit of measure can be in U.S. dollars or cents.
1147	UnitOfMeasureQty	Float	C	This field contains the contract size for each instrument. Use in combination with tag 996-UnitofMeasure. For example: Euro futures -Tag 1147=10000 -Tag 996=Euro For variable-quantity products, the contract size reflects the original contract size, before the application of the multiplier
1149	HighLimitPrice	Price	N	Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected. This price protects off prices for quoting. Note: This value is indicative only and may not reflect the actual real-time high limit price.
1148	LowLimitPrice	Price	N	Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected. This price protects off prices for quoting. Note: This value is indicative only and may not reflect the actual real-time low limit price.
1143	MaxPriceVariation	Price	C	Differential value for price banding.
5796	TradingReferenceDate	LocalMktDate	C	Date of current trading session
734	PriorSettlPrice	Price	C	Prior Settlement Price (Settlement price of the prior trading session day)
730	SettlPrice	Price	C	Settlement Price
731	SettlPriceType	Int	C	Type of settlement price. When 731=2, a theoretical settlement price is sent during initial seeding of a brand new contract. This tag is sent in conjunction with PriorSettlPrice (734).
555	NoLegs	NuminGroup	N	Number of legs that make up security (for spreads)
→600	LegSymbol	String	N	Symbol of underlying leg
→620	LegSecurityDesc	String	N	Name of underlying leg
→609	LegSecurityType	String	N	Security type of underlying leg
→624	LegSide	Char(1)	N	Side of underlying leg
→608	LegCFICode	String	N	ISO standard instrument categorization code of underlying leg
→556	LegCurrency	Currency	N	Currency of underlying leg