FIX 4.4 : Security Status Request <e> message

Structure | Related Messages

Description

The Security Status Request <e> message provides for the ability to request the status of a security. One or more Security Status <f> messages are returned as a result of a Security Status Request <e> message.

The Security Status Request <e> message contains a SubscriptionRequestType <263> field. This tells the counter party what type of request is being made:

0 indicates that the requestor only wants a snapshot or the current status.
1 indicates that the requestor wants a snapshot (the current status) plus updates as the status changes. This is similar to subscribing for information and can be implemented in applications as a subscription mechanism.
2 indicates that the requestor wishes to cancel any pending snapshots or updates - in essence making this an unsubscribe operation.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = e
324 SecurityStatusReqID Y

Must be unique, or the ID of previous Security Status Request <e> to disable if SubscriptionRequestType <263> = Disable previous Snapshot + Updates Request (2).

Component Block - <Instrument> Y

Insert here the set of "<Instrument>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Component Block - <InstrumentExtension> N

Insert here the set of "<InstrumentExtension>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

711 NoUnderlyings N

Number of underlyings

=> Component Block - <UnderlyingInstrument> N

Must be provided if Number of underlyings > 0

555 NoLegs N

Number of legs that make up the Security

=> Component Block - <InstrumentLeg> N

Insert here the set of "<InstrumentLeg>" (leg symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Required if NoLegs <555> > 0

15 Currency N
263 SubscriptionRequestType Y

SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.)

336 TradingSessionID N
625 TradingSessionSubID N
<MessageTrailer> Y

 

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