FIX 4.4 : Security Status <f> message

Structure | Related Messages

Description

The Security Status <f> message provides for the ability to report changes in status to a security. The Security Status <f> message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security.

It is expected that the Security Status <f> message that is sent as a response should indicate what type of request is being provided. If the message is being generated as a result of a SubscriptionRequestType <263> ='1' (Snapshot + Updates (Subscribe)), then the response should have a SubscriptionRequestType <263> ='1' to permit the requestor to determine why the message was sent.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = f
324 SecurityStatusReqID N
Component Block - <Instrument> Y

Insert here the set of "<Instrument>" (symbology) fields

Component Block - <InstrumentExtension> N

Insert here the set of "<InstrumentExtension>" fields

711 NoUnderlyings N

Number of underlyings

=> Component Block - <UnderlyingInstrument> N

Must be provided if Number of underlyings > 0

555 NoLegs N

Required for multileg quotes

=> Component Block - <InstrumentLeg> N

Required for multileg quotes

For Swaps one leg is Buy and other leg is Sell

15 Currency N
336 TradingSessionID N
625 TradingSessionSubID N
325 UnsolicitedIndicator N

Set to 'Y' if message is sent as a result of a subscription request not a snapshot request

326 SecurityTradingStatus N

Identifies the trading status applicable to the transaction.

291 FinancialStatus N
292 CorporateAction N
327 HaltReason N

Denotes the reason for the Opening Delay or Trading Halt.

328 InViewOfCommon N
329 DueToRelated N
330 BuyVolume N
331 SellVolume N
332 HighPx N
333 LowPx N
31 LastPx N

Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated.

60 TransactTime N

Trade Dissemination Time

334 Adjustment 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.

<MessageTrailer> Y

 

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