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.
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 = c (lowercase) | Y | FIX.4.2 | |
| 320 | SecurityReqID | Y | FIX.4.2 | ||
| 321 | SecurityRequestType | Y | FIX.4.2 | ||
| 1301 | MarketID | Identifies the market for which the security definition request is being made. | FIX.5.0 | ||
| 1300 | MarketSegmentID | Identifies the segment of the market for which the security definition request is being made. | 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 | 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 | ||
| 336 | TradingSessionID | Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. | FIX.4.2 | ||
| 625 | TradingSessionSubID | FIX.4.3 | |||
| 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 | |||
| 827 | ExpirationCycle | FIX.4.4 | |||
| 263 | SubscriptionRequestType | Subscribe or unsubscribe for security status to security specified in request. | FIX.4.3 | ||
| Block | StandardTrailer | Y | FIX.4.2 |