Security Definition Request Message Fields

A Security Definition Request message is used to request that the system create a complex strategy. The resulting symbol (if accepted by the system) will be returned in a Security Definition Message Fields with the Cboe symbol in Symbol (55). A minimum of two legs must be specified and a maximum of sixteen option legs (16), one of which may be an equity leg (C1 and EDGX only), will be accepted. For non-FLEX Floor-Routed orders, a minimum of two (2), maximum of 100 total legs, including one (1) equity leg (C1 only) will be supported.

For non-FLEX instruments, a minimum of two legs must be specified and a maximum of sixteen option legs (16), one of which may be an equity leg (C1 and EDGX only), will be accepted. For FLEX instruments, a minimum of one leg must be specified and a maximum of 100 legs will be accepted. Equity legs are allowed on FLEX orders. FLEX instruments allow up to 99 options legs and one equity leg.

Simple and complex FLEX instruments may be created using Security Definition Request.

Complex instruments with futures legs cannot be created using Security Definition Request (effective 12/14/26).

Table 1. Security Definition Request Message Fields
Tag		Field Name	Req’d	Description
35		Standard Message Header	Y	MsgType= c
97		PossResend	N	N=(Default) indicates a new order. Y=Indicates an application level resend and is NOT SUPPORTED. For reasons of economy, Cboe does not track in primary storage the ClOrdID values of orders that are no longer live. For reasons of performance, Cboe does not access secondary storage to enforce unique ClOrdID values against orders that are no longer live. Without full duplicate ClOrdID value enforcement, it is not possible to safely implement the full behavior specified in the FIX 4.2 Protocol for PossResend = Y. To remain economical, fast and safe, all messages with PossResend = Y will be simply ignored.
11		ClOrdId	Y	ID chosen by client. 20 characters or less. Characters in ASCII range 33-126 are allowed, except for comma, semicolon, and pipe. A leading tilde (~) cannot be sent on any ClOrdId and will result in a reject. These are reserved for internal use by Cboe and could be received as a result of a system-generated ClOrdId. If the ClOrdId matches a live order it will be rejected as duplicate ( unless PossResend=Y, see above). Note: Cboe only enforces the uniqueness of ClOrdID values among currently live orders, which includes long-lived, persisting GTC/GTD orders. However it is strongly recommended users maintain unique ClOrdID values.
60		TransactTime	Y	Time request initiated/released. Required by FIX 4.2.
167		SecurityType	Y	Indicates the type of security MLEG=Multileg
423		PriceType	N	Required for FLEX instruments only. 1=Percentage (when trading FLEX percentage instruments) 2=(Default) Price per unit (contract)
555 Repeating Group		NoLegs	Y	Indicates the number of legs in this complex order. For Non-FLEX instruments: a minimum of 2 legs, maximum of 16 legs. For FLEX instruments: a minimum of 1 leg, maximum of 100 legs. Equity legs are allowed on FLEX orders. FLEX instruments allow up to 99 options legs and one equity leg. For non-FLEX 'Floor-Routed' orders, a minimum of 2, maximum of 100 total legs, including 1 equity leg (C1 only).
➔	654	LegRefID	Y	Required tag to start each repeated group. Leg ID chosen by client. Five alphanumeric or space characters or less.
➔	600	LegSymbol	Y	OSI root symbol (upper case) or Cboe format symbol (case sensitive). OSI root symbol (upper case) is required for FLEX instruments.
➔	608	LegCFICode	N	CFI Code for leg. Required if Tag 600 is an OSI root. OP=Option Put OC=Option Call E=Equity. Required for equity legs of complex orders (C1 only) (Not applicable to FLEX instruments).
➔	611	LegMaturityDate	N	Indicates maturity date (YYYYMMDD) for the option contract in leg. Required if tag 600 is an OSI root.
➔	612	LegStrikePrice	N	Indicates strike price for option contract in leg. Required if tag 600 is an OSI root. 0 - 999999.999
➔	623	LegRatioQty	Y	Ratio of number of contracts in this leg per order quantity. All legs must be reduced (i.e., 2:2 must be sent as 1:1) in order to be accepted by the system when using this message type. C2 and EDGX Only: In addition, when reduced, the ratio between the smallest and largest leg must be no more than 1:3. Accepted values are 1 - 999,999. For simple (one legged) FLEX Instruments, this field is ignored.
➔	624	LegSide	Y	1=Buy 2=Sell For simple (one legged) FLEX Instruments, this field is ignored.

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Security Definition Request Message Fields