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SecurityStatusRequest <e> message – FIX 5.0 SP2 – FIX Dictionary

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FIX 5.0 SP2 : SecurityStatusRequest <e> message

Structure | Related Messages

Description

The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message.

The Security Status Request message contains a SubscriptionRequestType <263> field. This tells the counter party what type of request is being made:

  • 0 – indicates that the requestor only wants a snapshot or the current status.
  • 1 – indicates that the requestor wants a snapshot (the current status) plus updates as the status changes. This is similar to subscribing for information and can be implemented in applications as a subscription mechanism.
  • 2 – indicates that the requestor wishes to cancel any pending snapshots or updates - in essence making this an unsubscribe operation.

Security Status Request

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = e (lowercase)
324 SecurityStatusReqID Y Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).
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 - <UndInstrmtGrp> N Number of underlyings
Component Block - <InstrmtLegGrp> N Number of legs that make up the Security
15 Currency N
263 SubscriptionRequestType Y SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.
336 TradingSessionID N
625 TradingSessionSubID N
1301 MarketID N
1300 MarketSegmentID N
Component Block - <StandardTrailer> Y

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