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 <f> 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 RequestType =1, then the response should have a RequestType=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 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

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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