> For the complete documentation index, see [llms.txt](https://guide.traderevolution.com/traderevolution-api/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://guide.traderevolution.com/traderevolution-api/traderevolution-apis/fix-api/application-level-mesages-pre-trade.md).

# Application level mesages (Pre-trade)

### Security definition request

The server will only process a security definition request with a SecurityRequestType of 3 (Request List of Securities). The server will respond with a Security Definition message. Other types of Security Definition Request are rejected by the server by setting the Security Response Type to 5 on the returned message.

<table><thead><tr><th width="162">Tag</th><th>Field Name</th><th width="134">Required</th><th>Description</th></tr></thead><tbody><tr><td></td><td><em>Standard Header</em></td><td><em>Y</em></td><td><em>MsgType = c (lowercase)</em></td></tr><tr><td>320</td><td>SecurityReqID</td><td>Y</td><td>Unique identifier for this request</td></tr><tr><td>321</td><td>SecurityRequestType</td><td>Y</td><td>Ignored, use 3</td></tr><tr><td>55</td><td>Symbol</td><td>N</td><td>Instrument name</td></tr><tr><td>48</td><td>SecurityID</td><td>N</td><td>Instrument ID</td></tr><tr><td>22</td><td>IDSource</td><td>N</td><td>Not supported</td></tr><tr><td>167</td><td>InstrumentGroup</td><td>N</td><td>Instrument group name</td></tr><tr><td></td><td><em>Standard Trailer</em></td><td><em>Y</em></td><td></td></tr></tbody></table>

Most of the fields are unsupported due to the fact that on the TraderEvolution FIX Trading Server, use of this message is limited to requesting a list of all available securities. It is not possible to use this message to request that a particular security be traded on the TraderEvolution servers.

### Security definiton

The Security Definition is sent by the server on client logon or in response to a Security Definition Request to list the available securities on the gateway. This does not list all securities defined on the TraderEvolution servers – only the securities that your logon has received permission to access. If a Security Definition Request is being rejected (e.g. not type 3) then the returned message will contain no securities.

<table><thead><tr><th width="147">Tag</th><th width="218">Field Name</th><th width="108">Required</th><th>Comments</th></tr></thead><tbody><tr><td></td><td><em>Standard Header</em></td><td><em>Y</em></td><td><em>MsgType = d (lowercase)</em></td></tr><tr><td>320</td><td>SecurityReqID</td><td>Y</td><td>As supplied in Request.</td></tr><tr><td>322</td><td>SecurityResponseID</td><td>Y</td><td>A time-based unique identifier.</td></tr><tr><td>323</td><td>SecurityResponseType</td><td>Y</td><td>4 (returning a list), 5 (rejecting a request), 6 (could not match selection)</td></tr><tr><td>55</td><td>Symbol</td><td>Y</td><td>Instrument name</td></tr><tr><td>48</td><td>TradableInstrumentID</td><td>Y</td><td>Tradable instrument ID</td></tr><tr><td>107</td><td>SecurityDesc</td><td>N</td><td>Instrument description</td></tr><tr><td>167</td><td>InstrumentGroup</td><td>N</td><td>Instrument group name</td></tr><tr><td>200</td><td>MaturityMonthYear</td><td>N</td><td>Not supported.</td></tr><tr><td>205</td><td>MaturityDay</td><td>N</td><td>Not supported.</td></tr><tr><td>201</td><td>PutOrCall</td><td>N</td><td>Not supported.</td></tr><tr><td>202</td><td>StrikePrice</td><td>N</td><td>Not supported.</td></tr><tr><td>15</td><td>Currency</td><td>Y</td><td>Instrument primary currency</td></tr><tr><td>58</td><td>Text</td><td>Y</td><td>Instrument description</td></tr><tr><td>454</td><td>NoSecurityAltID</td><td>N</td><td>Number of repeating groups for available routes, with two parameters: SecurityAltID (455) - letter that defines route (q - info, t - trade q+t - both), SecurityAltIDSource (456) - ruote name.</td></tr><tr><td>7020</td><td>CrossInstrumentType</td><td>N</td><td>Cross type for converting instrument currency into system currency: 0-simple (without cross instrument), 1-cross type price, 3 - cross type reverse price.</td></tr><tr><td>7021</td><td>CrossInstrumentId</td><td>N</td><td>Cross instrument ID for account</td></tr><tr><td>7022</td><td>CurrencyMinChange</td><td>N</td><td>Accuracy of instrument</td></tr><tr><td>16461</td><td>LotSize</td><td>N</td><td>Lot size</td></tr><tr><td>16470</td><td>LotSizeOption</td><td>N</td><td>Reserved for options</td></tr><tr><td>16552</td><td>ExchTickSize</td><td>N</td><td>Tick size</td></tr><tr><td>16554</td><td>ExchPointValue</td><td>N</td><td>Point (pips) size</td></tr><tr><td>16556</td><td>InstrumentId</td><td>N</td><td>Instrument ID</td></tr><tr><td>16557</td><td>InstrumentGroupID</td><td>N</td><td>Instrument group ID </td></tr><tr><td>460</td><td>InstrumentType</td><td>Y</td><td>Type (FOREX = 1, EQUITIES = 2, FUTURES = 3, OPTIONS = 4, EQUITIES_CFD =5, FORWARD = 6, FUTURES_CFD = 7, INDICES = 8, CRYPTO CURRENCY = 10, SPREADBET = 11, GENERAL = 0)</td></tr><tr><td>336</td><td>TradingSessionID</td><td>Y</td><td>TraderEvolution session ID</td></tr><tr><td></td><td><em>Standard Trailer</em></td><td><em>Y</em></td><td></td></tr></tbody></table>

### Market data request

The Market Data Request is submitted by the client application in order to request price data from the server. Both snapshots and incremental refreshes are supported. Market depth is supported to 20 levels although for most exchanges only 10 levels will be provided. Some exchanges limit this to 5 levels.

The server will respond to a Market Data Request with a Market Data Incremental Refresh message as requested, or a Market Data Reject message.

<table><thead><tr><th width="189">Tag</th><th>Field Name</th><th width="114">Required</th><th>Comments</th></tr></thead><tbody><tr><td></td><td><em>Standard Header</em></td><td><em>Y</em></td><td><em>MsgType = V</em></td></tr><tr><td>262</td><td>MDReqID</td><td>Y</td><td>Unique ID, or ID of disable request</td></tr><tr><td>263</td><td>SubscriptionRequestType</td><td>Y</td><td>1 – subscribe, 2 – unsubscribe</td></tr><tr><td>264</td><td>Market Depth</td><td>Y</td><td>1 – Level I, 0 – Full order book. For full market depth, server does not send MDEntryPositionNo, but only MDEntryID</td></tr><tr><td>265</td><td>MDUpdateType</td><td>N</td><td>Not supported. Snapshot/Full and Market Data Incremental Refresh</td></tr><tr><td>266</td><td>AggregatedBook</td><td>N</td><td>Ignored</td></tr><tr><td>267</td><td>NoMDEntryTypes</td><td>Y</td><td>Number of MDEntryType fields requested</td></tr><tr><td>           269</td><td>MDEntryType</td><td>Y</td><td>If not set, then will be subscribed to bids, offers, and trades. Supported values: 0-BID, 1-OFFER, 2-TRADE</td></tr><tr><td>146</td><td>NoRelatedSym</td><td>Y</td><td>Number of securities requested</td></tr><tr><td>            48</td><td>SecurityID</td><td>N</td><td>Tradable instrument ID. If set, instrument search will be performed by SecurityID instead of Symbol (55) field</td></tr><tr><td>            55</td><td>Symbol</td><td>Y</td><td>Instrument name</td></tr><tr><td>            167</td><td>InstrumentGroup</td><td>N</td><td>Instrument group name</td></tr><tr><td>            200</td><td>MaturityMonthYear</td><td>N</td><td>Format YYYYMM, for Derivatives only</td></tr><tr><td>            205</td><td>MaturityDay</td><td>N</td><td>Used for Options</td></tr><tr><td>            201</td><td>PutOrCall</td><td>N</td><td>Used for Options</td></tr><tr><td>            202</td><td>StrikePrice</td><td>N</td><td>Used for Options</td></tr><tr><td>            207</td><td>SecurityExchange</td><td>Y</td><td>Route name</td></tr><tr><td>            100</td><td>ExDestination</td><td>N</td><td>Defines how the instrument will be identified on the server side: &#x3C;empty> or 100 – instrument from message; 101 – identified by SecurityID(48) + ExDestination(100)</td></tr><tr><td></td><td><em>Standard Trailer</em></td><td><em>Y</em></td><td></td></tr></tbody></table>

### Market data incremental refresh

A Market Data Incremental Refresh is returned by the server when the Market Data Request has requested an incremental refresh. Multiple market data entries can be notified in the same message.

| Tag | Field Name           | Required | Comments                                                                                                                                                                                                                                                                                                                           |
| --- | -------------------- | -------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
|     | **Standard Header**  | Y        | MsgType = X                                                                                                                                                                                                                                                                                                                        |
| 100 | ExDestination        | N        | Route ID in the system. Will be transmitted if request contains *SecurityIDSource(22) = 101*                                                                                                                                                                                                                                       |
| 262 | MDReqID              | Y        | Request this is responding to                                                                                                                                                                                                                                                                                                      |
| 268 | NoMDEntries          | Y        | Number of entries following.                                                                                                                                                                                                                                                                                                       |
| 279 | MDUpdateAction       | Y        | 0 – (new), 1 – (change), 2 – (delete)                                                                                                                                                                                                                                                                                              |
| 269 | MDEntryType          | Y        | Type of new entries. Valid values: 0 – Bid, 1 – Offer, 2 – Trade, 3 – Index value, 4 – Opening price, 5 – Closing price, 6 – Settlement price, 7 – High price, 8 – Low price, 9 – VWAP price, A – Imbalance, B – Trade volume, C – Open interest. Based on the entry type, its price will be taken from the 270 field (MDEntryPx). |
| 278 | MDEntryID            | Y        | Identifies the market depth entry (MMID). Unique ID in market depth cap.                                                                                                                                                                                                                                                           |
| 280 | MDEntryRefID         | N        | Not supported.                                                                                                                                                                                                                                                                                                                     |
| 55  | Symbol               | Y        | Instrument name                                                                                                                                                                                                                                                                                                                    |
| 48  | TradableInstrumentID | Y        | Tradable instrument ID                                                                                                                                                                                                                                                                                                             |
| 460 | Product              | N        | Type                                                                                                                                                                                                                                                                                                                               |
| 200 | MaturityMonthYear    | N        | Format YYYYMM – only for derivatives.                                                                                                                                                                                                                                                                                              |
| 205 | MaturityDay          | N        | Used for Options                                                                                                                                                                                                                                                                                                                   |
| 201 | PutOrCall            | N        | Used for Options                                                                                                                                                                                                                                                                                                                   |
| 202 | StrikePrice          | N        | Used for Options                                                                                                                                                                                                                                                                                                                   |
| 207 | SecurityExchange     | Y        | Route name                                                                                                                                                                                                                                                                                                                         |
| 270 | MDEntryPx            | N        | Price for this entry                                                                                                                                                                                                                                                                                                               |
| 271 | MDEntrySize          | N        | Volume for this price                                                                                                                                                                                                                                                                                                              |
| 272 | MDEntryDate          | N        | Date price received                                                                                                                                                                                                                                                                                                                |
| 273 | MDEntryTime          | N        | Time price received                                                                                                                                                                                                                                                                                                                |
| 275 | MDMkt                | Y        | Source of quote                                                                                                                                                                                                                                                                                                                    |
| 290 | MDEntryPositionNo    | N        | Not supported. Position for this entry in depth                                                                                                                                                                                                                                                                                    |
|     | *Standard Trailer*   | *Y*      |                                                                                                                                                                                                                                                                                                                                    |

### Market data snapshot/Full refresh

A Market Data Snapshot/Full Refresh is returned by the server when the Market Data Request has requested a Snapshot/Full refresh.

<table><thead><tr><th width="190">Tag</th><th>Field Name</th><th width="125">Required</th><th>Comments</th></tr></thead><tbody><tr><td></td><td><em>Standard Header</em></td><td><em>Y</em></td><td><em>MsgType = W</em></td></tr><tr><td>100</td><td>ExDestination</td><td>N</td><td>Route ID in the system. Will be transmitted if request contains <em>SecurityIDSource(22) = 101</em></td></tr><tr><td>262</td><td>MDReqID</td><td>Y</td><td>Request for which the respond is made</td></tr><tr><td>201</td><td>PutOrCall</td><td>N</td><td>Indicates whether an Option is for put or call. Valid values: 0 – Put, 1 – Call</td></tr><tr><td>200</td><td>MaturityMonthYear</td><td>N</td><td>Format YYYYMM – only for derivatives</td></tr><tr><td>205</td><td>MaturityDay</td><td>N</td><td>Use only for derivatives. Values: 1-31</td></tr><tr><td>55</td><td>Symbol</td><td>Y</td><td>Instrument name</td></tr><tr><td>48</td><td>SecurityID</td><td>Y</td><td>Tradable instrument ID</td></tr><tr><td>207</td><td>SecurityExchange</td><td>Y</td><td>Route name</td></tr><tr><td>460</td><td>Product</td><td>Y</td><td>Product type</td></tr><tr><td>268</td><td>NoMDEntries</td><td>Y</td><td>Number of entries following</td></tr><tr><td>           269</td><td>MDEntryType</td><td>Y</td><td>Type of new entries. Valid values: 0 – Bid, 1 – Offer, 2 – Trade, 3 – Index value, 4 – Opening price, 5 – Closing price, 6 – Settlement price, 7 – Trading session high price, 8 – Trading session low price, 9 – Trading session VWAP price, A – Imbalance, B – Trade volume, C – Open interest. Based on the entry type, its price will be taken from the 270 field (MDEntryPx).</td></tr><tr><td>          278</td><td>MDEntryID</td><td>N</td><td>Identifies the market depth entry (MMID). Unique ID in market depth cap.</td></tr><tr><td>         275</td><td>MDMkt</td><td>N</td><td>Source of quote (route name)</td></tr><tr><td>         270</td><td>MDEntryPx</td><td>Y</td><td>Price for this entry</td></tr><tr><td>         271   </td><td>MDEntrySize</td><td>Y</td><td>Volume for this price</td></tr><tr><td>         299</td><td>QuoteEntryID</td><td>Y</td><td>Entry level ID</td></tr><tr><td>         290</td><td>MDEntryPositionNo</td><td>Y</td><td>Position for this entry in depth</td></tr><tr><td></td><td><em>Standard Trailer</em></td><td><em>Y</em></td><td></td></tr></tbody></table>