iLink 2 Security Definition Request

iLink 2 Standard Header - Client System to CME Globex

MsgType

String(2)

c=Security Definition Request

Y

Header tag identifying message type.

1028

ManualOrderIndicator

Boolean(1)

Y=manual
N=automated

Y*

'N' indicates the message was generated by automated trading logic.

This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.

5149

Memo

String(75)

N

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

320

SecurityReqID

String(32)

Y

Unique identifier for this Security Definition Request message. Uniqueness of this value is incumbent upon the client system.

321

SecurityReqType

String(10)

1=Request security
identity for the
specifications provided

Y

Value must = 1.

762

SecuritySubType

String(8)

COMBO
COVERED

C

This tag is case sensitive; values must be entered in upper case.

If this tag is not present, 'COVERED' is assumed.

Value must be sent as 'COMBO' for UDS for futures.

555

NoLegs

Int(2)

Y*

Up to 40 legs (i.e., repeating groups) supported for UDS for futures and options. Up to 40 legs, with a maximum of 39 futures, for UDS Covereds.

Options Repeating Group

→600

LegSymbol

String(6)

Y*

This tag contains the Group Code of the requested Security Definition.

• Must be present when tag 555-NoLegs is present.

• Must be the first tag in the repeating group.

• Must correspond to instrument defined in tag 620-LegSecurityDesc.

→602

LegSecurityID

String(12)

N

Unique identifier of the instrument defined in tag 620-LegSecurityDesc.
If invalid or not present, this tag will be corrected in the Security Definition (tag 35-MsgType=d) response.

→603

LegSecurityIDSource

Char(1)

8=Exchange symbol

N

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

→608

LegCFICode

String(6)

N

See iLink 2 - CFICode Table of Values in the iLink iLink 2 Security Definition message.
If invalid or not present, this tag will be corrected in the Security Definition.

→620

LegSecurityDesc

String(20)

Y*

Symbol (i.e. GEZ0). This is the primary tag used to identify the contract.

Message will be rejected if instrument is:

• Invalid

• Not active

• Expired

• Closed or paused

• Nonexistent

→623

LegRatioQty

Int(2)

Y*

Specifies ratio for the instrument defined in this repeating group.

→624

LegSide

Char(1)

1=Buy

2=Sell

Y*

For Covereds, must be present for option repeating group and must = 1 (buy).

For Combos, the first instrument in the repeating group must = 1 (buy)*.

Future Repeating Group for Covereds Only

→600

LegSymbol

String(6)

Y

Group Code of the Futures contract.

• Must be present when tag 555-NoLegs is present.

• Must be first tag in repeating group.

• Must correspond to instrument defined in tag 620-LegSecurityDesc.*

→602

LegSecurityID

String(12)

N

Unique identifier of the instrument defined in tag 620-LegSecurityDesc.
If invalid or not present, this tag will be corrected in the iLink 2 Security Definition response.

→603

LegSecurityIDSource

Char(1)

8=Exchange symbol

N

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

→608

LegCFICode

String(6)

N

See iLink 2 - CFICode Table of Values in the iLink 2 Security Definition message.
If invalid or not present, this tag will be corrected in the Security Definition.

→620

LegSecurityDesc

String(20)

Y*

Symbol of the future contract. This is the primary tag used to identify the contract. 

Message will be rejected if instrument is:

• Invalid

• Not active

• Expired

• Closed or paused

• Nonexistent

→624

LegSide

Char(1)

1=Buy
2=Sell

Y*

Indicates side for future leg.

→566

LegPrice

Price(15)

Y*

Price of covering futures contract. Send only for a Covered options UDS.

• If this tag contains more than 15 characters (including decimal and/or sign), the Security Definition Request message will be rejected.

• If this tag is present for an options repeating group, the message will be rejected. See explanation for tag 44-Price.

→1017

LegOptionDelta

Float(6.2)

Covered outright:
+0.01 = +1.00

Covered
spread:
+0.01 = +40.00

Y*

Delta used to calculate the quantity of futures used to cover the option or options spread.

See UDS - Covered Options Instruments  for additional information.

Six-byte field that can accommodate two decimal places.

• For covered option outright instrument, must be between +0.01 and +1.00.

• For a covered options spread, must be between +0.01 and +40.00.
  If this tag is present for an options repeating group, the message will be rejected.

iLink 2 Standard Message Trailer

End of message.