The Security Definition Request 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.
2. Request a set of individual securities for a single market segment.
3. Request all securities, independent of market segment.
Subscription for security status can be optionally specified by including the SubscriptionRequestType <263> field on the message.
See Security Definition, Security Status, and Trading Session Message Scenarios
Security Definition Request