> ## Documentation Index
> Fetch the complete documentation index at: https://docs.cloud.coinbase.com/llms.txt
> Use this file to discover all available pages before exploring further.

# 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. <br /> <ul> <li>`980=A`: Add represents Security Definition messages that are:</li> <ul> <li>Newly added during the current week</li> <li>Disseminated during the Sunday Startup period</li> <li>Resent by the system during the week </li></ul> <li>`980=M`: Modify represents modifications to a Security Definition </li> <li>`980=D`: Delete represents deletions of a Security Definition</li></ul> |
| 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)<br />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)<br />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).<br />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 <br />4=Currency <br />5=Equity <br />12=Other <br />14=Interest Rate <br />15=FX Cash <br />16=Energy <br />17=Metals <br />99=Crypto                                                                                                                                                                                                                                                                                                                                                              |
| 1682  | MDSecurityTradingStatus | Int          | N   | 21 = Pre Open <br />27 = Pre Open (No Cancel) <br />17 = Ready to Trade <br />2 = Trading Halt <br />4 = Close <br />99 = Pause <br />18 = Expired <br />98 = Forbidden                                                                                                                                                                                                                                                                                                                                                     |
| 327   | HaltReason              | Int          | N   | 0 = Scheduled <br />2 = Fast Market Event <br />3 = Price Fluctuation Event <br />4 = System Disruption                                                                                                                                                                                                                                                                                                                                                                                                                     |
| 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. <br />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. <br />5=Activation <br />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.<br />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. <br />For example: <br />Euro futures <br />-Tag 1147=10000 <br />-Tag 996=Euro <br />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.<br />A key parameter in validating order price.<br />Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected.<br />This price protects off prices for quoting.<br />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. <br />A key parameter in validating order price. <br />Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected. <br />This price protects off prices for quoting. <br />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)                                                                                                                                                                                                                                                                                                                                            |
| 9001  | FundingRateApplicable   | Boolean      | C   | True if Perp Style Futures security. If False, tag is omitted.                                                                                                                                                                                                                                                                                                                                                                                                                                                              |
| 9002  | FundingInterval         | Integer      | C   | Time in minutes between funding periods.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    |
| 9003  | FairValueLimit          | Float        | C   | Level up and down from fair value determining fair value limits.                                                                                                                                                                                                                                                                                                                                                                                                                                                            |
| 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<br />1 = InvalidReq                                                                                                                                                                                                                                                                                                                                                                                                                                                                     |
| 393   | TotNoRelatedSym         | Int          | N   | Total number of securities to be returned for this request                                                                                                                                                                                                                                                                                                                                                                                                                                           |
| 893   | LastFragment            | String       | N   | N = Not Last message<br />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)<br />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)<br />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).<br />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 <br />4=Currency <br />5=Equity <br />12=Other <br />14=Interest Rate <br />15=FX Cash <br />16=Energy <br />17=Metals <br />99=Crypto                                                                                                                                                                                                                                                                                                                                       |
| 1682  | MDSecurityTradingStatus | Int          | N   | 21 = Pre Open <br />27 = Pre Open (No Cancel) <br />17 = Ready to Trade <br />2 = Trading Halt <br />4 = Close <br />99 = Pause <br />18 = Expired <br />98 = Forbidden                                                                                                                                                                                                                                                                                                                              |
| 327   | HaltReason              | Int          | N   | 0 = Scheduled <br />2 = Fast Market Event <br />3 = Price Fluctuation Event <br />4 = System Disruption                                                                                                                                                                                                                                                                                                                                                                                              |
| 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.<br />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.<br />5=Activation<br />7=Last eligible trade date                                                                                                                                                                                                                                                                                                                                                                                                               |
| →1145 | EventTime               | String       | Y   | Trading Session Date of event. Format yyyyMMdd                                                                                                                                                                                                                                                                                                                                                                                                                                                       |
| 231   | ContractMultiplier      | Float        | C   | Number of deliverable units per instrument, e.g., peak days in expiration month or number of calendar days in expiration month. <br />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. <br />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.<br />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. <br />For example: <br />Euro futures <br />-Tag 1147=10000 <br />-Tag 996=Euro <br />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. <br />A key parameter in validating order price. <br />Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected. <br />This price protects off prices for quoting. <br />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. <br />A key parameter in validating order price. <br />Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected. <br />This price protects off prices for quoting. <br />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                                                                                                                                                                                                                                                                                                                                                                                                                                                                           |