FIX 4.4 : Security Definition Request <c> message

Structure | Related Messages

Description

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

  1. Request a specific Security to be traded with the second party. The request security can be defined as a multileg security made up of one or more instrument legs.

Subscription for security status can be optionally specified by including the SubscriptionRequestType <263> field on the message.

See Appendix I: Security Definition, Security Status, and Trading Session Message Scenarios

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = c
320 SecurityReqID Y
321 SecurityRequestType Y
Component Block - <Instrument> N

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

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

15 Currency 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.

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
555 NoLegs N

Number of legs that make up the Security

=> Component Block - <InstrumentLeg> N

Insert here the set of "<InstrumentLeg>" (leg-specific symbology) fields

Required if NoLegs <555> > 0.

827 ExpirationCycle N
263 SubscriptionRequestType N

Subscribe or unsubscribe for security status to security specified in request.

<MessageTrailer> Y

 

Related Messages