MDP 3.0 - Security Definition Tag Usage

Owned by
CME Group
Apr 26, 2024
1 min read

Tag Usage by Security Type

Symbol

Meaning

Symbol

Meaning

X

Sent on Security Definition messages

-

Not sent on Security Definition messages

c

Conditionally sent on Security Definition messages

FUT

Value sent for outright futures instruments

OOF

Value sent for outright options instruments

MLEG

Value sent for spreads

For full message specifications, please view the MDP 3.0 - Security Definition topic for the desired market.

Tag

FIX Name

Future Outright

NYMEX Decay/Variable Future

Future Spread

Option Outright

Option Spread

UDS Combo

UDS

Tag

FIX Name

Future Outright

NYMEX Decay/Variable Future

Future Spread

Option Outright

Option Spread

UDS Combo

UDS

Application Sequence Control

5799

MatchEventIndicator

X

X

X

X

X

X

X

911

TotNumReports

c

c

c

c

c

c

c

980

SecurityUpdateAction

X

X

X

X

X

X

X

779

LastUpdateTime

X

X

X

X

X

X

X

1180

ApplID

X

X

X

X

X

X

X

Instrument Data

1300

MarketSegmentID

X

X

X

X

X

X

X

55

Symbol

X

X

X

X

X

X

X

48

SecurityID

X

X

X

X

X

X

X

22

SecurityIDSource

X

X

X

X

X

X

X

200

MaturityMonthYear

X

X

X

X

X

X

X

1151

SecurityGroup

X

X

X

X

X

X

X

6937

Asset

X

X

X

X

X

X

X

167

SecurityType

FUT

FUT

FUT

OOF

OOF

OOF

MLEG

762

SecuritySubType

–

–

X

–

X

X

X

461

CFI Code

X

X

X

X

X

X

X

201

PutOrCall

–

–

–

X

–

–

–

462

UnderlyingProduct

X

X

X

X

–

–

–

207

SecurityExchange

X

X

X

X

X

X

X

1682

MDSecurityTradingStatus

c

c

c

c

c

c

c

202

StrikePrice

–

–

–

X

–

–

–

947

StrikeCurrency

–

–

–

X

–

–

–

15

Currency

X

X

X

X

X

X

X

120

SettlCurrency



 –

 -

c

–

–

–

9850

MinCabPrice

–

–

–

c

–

–

–

9779

UserDefinedInstrument

–

–

–

–

–

Y

Y

Underlying (options only)

711

NoUnderlyings

-

-

-

X

-

-

-

→311

UnderlyingSymbol

-

-

-

X

-

-

-

→309

UnderlyingSecurityID

-

-

-

X

-

-

-

→305

UnderlyingSecurityIDSource

-

-

-

X

-

-

-

Leg Group (spreads only)

555

NoLegs

-

-

X

-

X

X

X

→602

LegSecurityID

-

-

X

-

X

X

X

→624

LegSide

-

-

X

-

X

X

X

→623

LegRatioQty

-

-

X

-

X

X

X

→566

LegPrice

-

-

-

-

-

-

X

→1017

LegOptionDelta

-

-

-

-

-

-

X

Trading Rules

1141

NoMdFeedTypes

X

X

X

X

X

X

X

→1022

MDFeedType

X

X

X

X

X

X

X

→264

MarketDepth

X

X

X

X

X

X

X

864

NoEvents

X

X

X

X

X

X

X

→865

EventType

X

X

X

X

X

X

X

→1145

EventTime

X

X

X

X

X

X

X

1142

MatchAlgorithm

X

X

X

X

X

X

X

1234

NoLotTypeRules

X

X

X

X

X

X

X

→1093

LotType

X

X

X

X

X

X

X

→1231

MinLotSize

X

X

X

X

X

X

X

562

MinTradeVol

X

X

X

X

X

X

X

1140

MaxTradeVol

X

X

X

X

X

X

X

969

MinPriceIncrement

X

X

X

c

X

X

X

1146

MinPriceIncrementAmount

X

X

-

X

-

-

-

9787

DisplayFactor

X

X

X

X

X

X

X

5770

PriceRatio

(Implied Intercommodity Ratio Spreads only)

–

–

c

–

–

–

–

6350

TickRule

–

–

–

c

c

–

–

37702

MainFraction

c

–

–

c

–

–

–

37703

SubFraction

c

–

–

c

–

–

–

9800

PriceDisplayFormat

c

_

 –

c

–

–

–

Instrument Attribute Group

870

NoInstAttrib

X

X

X

X

X

X

X

→871=24

InstAttribType

X

X

X

X

X

X

X

→872

InstAttribValue

X

X

X

X

X

X

X

Contract Lot Size/Measure/Unit

1435

ContractMultiplierUnit

-

X

-

-

-

-

-

1439

FlowScheduleType

-

X

-

-

-

-

-

231

ContractMultiplier

-

X

-

-

-

-

-

996

UnitOfMeasure

X

X

X

X

X

X

X

1147

UnitOfMeasureQty

X

X

-

X

-

-

-

5818

DecayQty

-

c

-

-

-

-

-

5819

DecayStartDate

-

c

-

-

-

-

-

5849

OriginalContractSize

-

c

-

-

-

-

-

Statistics and Limits

1150

TradingReferencePrice

c

c

c

c

c

c

c

731

SettlPriceType

c

c

c

c

c

c

c

5796

TradingReferenceDate

c

c

c

c

c

c

c

5792

OpenInterestQty

c

c

c

c

c

c

c

5791

ClearedVolume

c

c

c

c

c

c

c

1149

HighLimitPrice

c

c

c

c

c

c

c

1148

LowLimitPrice

c

c

c

c

c

c

c

1143

MaxPriceVariation

c

c

c

–

–

–

–





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