Description

The Security Definition message is used for the following:

  1. Accept the security defined in a Security Definition message.
  2. Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security.
  3. Reject the security requested in a Security Definition message.
  4. Respond to a request for securities within a specified market segment.
  5. Convey comprehensive security definition for all market segments that the security participates in.
  6. Convey the security's trading rules that differ from default rules for the market segment.

Security Definition

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType <35> = d (lowercase)
Component Block - <ApplicationSequenceControl> N
964 SecurityReportID N Identifier for Security Definition message
715 ClearingBusinessDate N
320 SecurityReqID N
2422 OrderRequestID N
322 SecurityResponseID N Identifier for the Security Definition message
323 SecurityResponseType N Response to the Security Definition Request
560 SecurityRequestResult N

Allow result of query request to be returned to requester

1607 SecurityRejectReason N

Used to specify a rejection reason when SecurityResponseType <323>=5 (Reject security proposal).

292 CorporateAction N Identifies the type of Corporate Action
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 - <FinancingDetails> N
Component Block - <UndInstrmtGrp> N Number of underlyings
Component Block - <RelatedInstrumentGrp> N
Component Block - <SecurityClassificationGrp> N

Used to specify forms of product classifications

15 Currency N Currency in which the price is denominated
2897 CurrencyCodeSource N
2572 PreviousAdjustedOpenInterest N
2573 PreviousUnadjustedOpenInterest N
734 PriorSettlPrice 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 - <Stipulations> N
1606 NumOfSimpleInstruments N
2562 NumOfComplexInstruments N
Component Block - <InstrmtLegGrp> N Number of legs that make up the Security
Component Block - <SpreadOrBenchmarkCurveData> N
Component Block - <YieldData> N
Component Block - <MarketSegmentGrp> N Contains all the security details related to listing and trading the security
779 LastUpdateTime N

Represents the time at which a security was last updated

2400 EffectiveBusinessDate N
60 TransactTime N
Component Block - <StandardTrailer> Y

Related Messages