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SecurityDefinitionRequest <c> message – FIX 5.0 SP2 – FIX Dictionary

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FIX 5.0 SP2 : SecurityDefinitionRequest <c> message

Structure | Related Messages

Description

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

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = c (lowercase)
320 SecurityReqID Y
321 SecurityRequestType Y
Component Block - <Instrument> N

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

of the requested Security
Component Block - <InstrumentExtension> N Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
Component Block - <UndInstrmtGrp> N Number of underlyings
15 Currency 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.
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
Component Block - <InstrmtLegGrp> N Number of legs that make up the Security
827 ExpirationCycle N
263 SubscriptionRequestType N Subscribe or unsubscribe for security status to security specified in request.
Component Block - <Stipulations> N
Component Block - <SpreadOrBenchmarkCurveData> N
Component Block - <YieldData> N
1301 MarketID N Identifies the market for which the security definition request is being made.
1300 MarketSegmentID N Identifies the segment of the market for which the security definition request is being made.
Component Block - <StandardTrailer> Y

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