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FIX 5.0 SP1 : SecurityDefinitionRequest <c> message

Structure | Related Messages

Description

The Security Definition message is used for the following:

1. Accept the security defined in a Security Definition message.

2. Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security.

3. Reject <3> the security requested in a Security Definition message.

4. Respond to a request for securities within a specified market segment.

5. Convey comprehensive security definition for all market segments that the security participates in.

6. Convey the security's trading rules that differ from default rules for the market segment.

Security Definition

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = c (lowercase)
320 SecurityReqID Y
321 SecurityRequestType Y
Component Block - <Instrument> N Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
Component Block - <InstrumentExtension> N Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
Component Block - <UndInstrmtGrp> N Number of underlyings
15 Currency N
58 Text N Comment, instructions, or other identifying information.
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
336 TradingSessionID N Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.
625 TradingSessionSubID N
Component Block - <InstrmtLegGrp> N Number of legs that make up the Security
827 ExpirationCycle N
263 SubscriptionRequestType N Subscribe or unsubscribe for security status to security specified in request.
Component Block - <Stipulations> N
Component Block - <SpreadOrBenchmarkCurveData> N
Component Block - <YieldData> N
1301 MarketID N Identifies the market for which the security definition request is being made.
1300 MarketSegmentID N Identifies the segment of the market for which the security definition request is being made.
Component Block - <StandardTrailer> Y

Related Messages

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