The Security Status message provides for the ability to report changes in status to a security. The Security Status 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 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.

Security Status


Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = f (lowercase)
Component Block - <ApplicationSequenceControl> N
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"
Component Block - <FinancingDetails> N
Component Block - <UndInstrmtGrp> N Number of underlyings
Component Block - <InstrmtLegGrp> N Required for multileg quotes
Component Block - <RelatedInstrumentGrp> N
15 Currency N
1301 MarketID N
1300 MarketSegmentID N
75 TradeDate N

Business day that the state change applies to.

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.
1655 MarketMakerActivity N
2447 FastMarketIndicator N
1174 SecurityTradingEvent N Identifies an event related to the trading status
2116 NextAuctionTime N
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
1021 MDBookType N Used to relay changes in the book type
264 MarketDepth N Used to relay changes in Market Depth.
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.
Component Block - <ClearingPriceParametersGrp> N
730 SettlPrice N
731 SettlPriceType N
2451 SettlPriceDeterminationMethod N
60 TransactTime N Trade Dissemination Time
334 Adjustment N
1025 FirstPx N Represents the price of the first fill of the trading session.
2448 LinkageHandlingIndicator N
58 Text N Comment, instructions, or other identifying information.
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Component Block - <StandardTrailer> Y