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.
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = d (lowercase) | Y | FIX.4.2 | |
| Block | ApplicationSequenceControl | FIX.5.0 | |||
| 964 | SecurityReportID | Identifier for Security Definition message | FIX.4.4 | ||
| 715 | ClearingBusinessDate | FIX.4.4 | |||
| 320 | SecurityReqID | FIX.4.2 | |||
| 322 | SecurityResponseID | Identifier for the Security Definition message | FIX.4.2 | ||
| 323 | SecurityResponseType | Response to the Security Definition Request | FIX.4.2 | ||
| 292 | CorporateAction | Identifies the type of Corporate Action | FIX.5.0 | ||
| Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” of the requested Security |
FIX.4.3 | ||
| Block | InstrumentExtension | Insert here the set of “InstrumentExtension” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| OptimisedImplicitBlockRepeating | UndInstrmtGrp | Number of underlyings | FIX.4.4 | ||
| 15 | Currency | Currency in which the price is denominated | FIX.4.2 | ||
| 58 | Text | Comment, instructions, or other identifying information. | FIX.4.2 | ||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.2 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| BlockRepeating | Stipulations | FIX.5.0 | |||
| OptimisedImplicitBlockRepeating | InstrmtLegGrp | Number of legs that make up the Security | FIX.4.4 | ||
| Block | SpreadOrBenchmarkCurveData | FIX.5.0 | |||
| Block | YieldData | FIX.5.0 | |||
| ImplicitBlockRepeating | MarketSegmentGrp | Contains all the security details related to listing and trading the security | FIX.5.0 | ||
| 60 | TransactTime | FIX.5.0SP1 (94) | |||
| Block | StandardTrailer | Y | FIX.4.2 |