FIX 4.2 : Security Definition <d> message

Structure | Related Messages

Description

The Security Definition <d> message is used for the following:

  1. Accept the security defined in a Security Definition <d> message.
  2. Accept the security defined in a Security Definition <d> message with changes to the definition and/or identity of the security.
  3. Reject <3> the security requested in a Security Definition <d> message
  4. Return a list of Security Types
  5. Return a list of Securities

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = d
320 SecurityReqID Y
322 SecurityResponseID Y

Identifier for the Security Definition <d> message

323 SecurityResponseType N
393 TotalNumSecurities Y
55 Symbol N

Symbol <55> of the requested Security

65 SymbolSfx N

Suffix of the Requested Security

48 SecurityID N

Security ID of the requested Security

22 IDSource N

Source of the Security ID

167 SecurityType N

Must be specified if a Future or Option. If a Future: Symbol <55>, SecurityType <167>, and MaturityMonthYear <200> are required. If an Option: Symbol <55>, SecurityType <167>, MaturityMonthYear <200>, PutOrCall <201>, and StrikePrice <202> are required.

Set to '?' if Security Definition Request <c> is looking for the Security Types

200 MaturityMonthYear N

Specifiesthe month and year of maturity. Required if MaturityDay <205> is specified.

205 MaturityDay N

Can be used in conjunction with MaturityMonthYear <200> to specify a particular maturity date.

201 PutOrCall N

For Options.

202 StrikePrice N

For Options.

206 OptAttribute N

For Options.

231 ContractMultiplier N

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

223 CouponRate N

For Fixed Income.

207 SecurityExchange N
106 Issuer N
348 EncodedIssuerLen N

Must be set if EncodedIssuer <349> field is specified and must immediately precede it.

349 EncodedIssuer N

Encoded (non-ASCII characters) representation of the Issuer <106> field in the encoded format specified via the MessageEncoding <347> field.

107 SecurityDesc N
350 EncodedSecurityDescLen N

Must be set if EncodedSecurityDesc <351> field is specified and must immediately precede it.

351 EncodedSecurityDesc N

Encoded (non-ASCII characters) representation of the SecurityDesc <107> field in the encoded format specified via the MessageEncoding <347> field.

15 Currency N
336 TradingSessionID N
58 Text N

Comment, instructions, or other identifying information.

354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

146 NoRelatedSym N

Number of legs that make up the Security

=> 311 UnderlyingSymbol N

Must be specified as the first field in the repeating group. Required if NoRelatedSym <146> > 0.

=> 312 UnderlyingSymbolSfx N
=> 309 UnderlyingSecurityID N
=> 305 UnderlyingIDSource N
=> 310 UnderlyingSecurityType N

Must be specified if a Future or Option. If a Future: UnderlyingSymbol <311>, UnderlyingSecurityType <310>, and UnderlyingMaturityMonthYear <313> are required. If an Option: UnderlyingSymbol <311>, UnderlyingSecurityType <310>, UnderlyingMaturityMonthYear <313>, PutOrCall <201>, and UnderlyingStrikePrice <316> are required.

=> 313 UnderlyingMaturityMonthYear N

Specifiesthe month and year of maturity. Required if UnderlyingMaturityDay <314> is specified.

=> 314 UnderlyingMaturityDay N

Can be used in conjunction with UnderlyingMaturityMonthYear <313> to specify a particular maturity date.

=> 315 UnderlyingPutOrCall N

For Options.

=> 316 UnderlyingStrikePrice N

For Options.

=> 317 UnderlyingOptAttribute N

For Options.

=> 436 UnderlyingContractMultiplier N

For Fixed Income, Convertible Bonds, Derivatives, etc.

=> 435 UnderlyingCouponRate N

For Fixed Income.

=> 308 UnderlyingSecurityExchange N

Can be used to identify the security.

=> 306 UnderlyingIssuer N
=> 362 EncodedUnderlyingIssuerLen N

Must be set if EncodedUnderlyingIssuer <363> field is specified and must immediately precede it.

=> 363 EncodedUnderlyingIssuer N

Encoded (non-ASCII characters) representation of the UnderlyingIssuer <306> field in the encoded format specified via the MessageEncoding <347> field.

=> 307 UnderlyingSecurityDesc N
=> 364 EncodedUnderlyingSecurityDescLen N

Must be set if EncodedUnderlyingSecurityDesc <365> field is specified and must immediately precede it.

=> 365 EncodedUnderlyingSecurityDesc N

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc <307> field in the encoded format specified via the MessageEncoding <347> field.

=> 319 RatioQty N

Quantity of particular leg in the Security

=> 54 Side N

Indicates if this leg of the security is to be Bought or Sold as part of this complex security.

=> 318 Underlying Currency N
<MessageTrailer> Y

 

Related Messages

Onix Solutions