I have my CloudFormation script like this now:
\"SecurityGroupIngress\" : [{
\"IpProtocol\" : \"tcp\",
\"FromPort\" : \"0\",
\"ToPort\" : \
The original solution I posted (and accepted by the original poster) stopped working as AWS no longer supports it. To avoid the barrage of downvotes, I deleted the answer. The alternatives are:
or
Open all ports for all protocols not just TCP (as suggested by thewire247
below)
"SecurityGroupIngress" : [{
"IpProtocol" : "-1",
"CidrIp" : "0.0.0.0/0"
}]