Message SecurityDefinitionRequest Scenario base

SYNOPSIS: 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 complex security made up of one or more underlying securities. 2. Request a list of the Security Types that can be traded with the second party. 3. Request a list of Securities that can be traded with the second party. This request can optionally be qualified with Symbol, TradingSessionID, SecurityExchange, and Security Type.

ID MsgType Abbr Flow
36c

Pedigree

Added EP Updated EP Deprecated EP
FIX.4.2

Responses

None

Members

SecurityDefinitionRequest base members
ID Name Abbr Presence Description
1001StandardHeaderrequiredSYNOPSIS: The standard FIX message header
ELABORATION:
320SecurityReqID required SYNOPSIS: Unique ID of a Security Definition Request.
321SecurityRequestType required SYNOPSIS: Type of Security Definition Request.
55Symbol optional SYNOPSIS: Ticker symbol
65SymbolSfx optional SYNOPSIS: Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType. Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory
48SecurityID optional SYNOPSIS: CUSIP or other alternate security identifier
22IDSource optional SYNOPSIS: Identifies class of alternative SecurityID
167SecurityType optional SYNOPSIS: Indicates type of security (ISITC spec)
200MaturityMonthYear optional SYNOPSIS: Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT. Required if MaturityDay is specified. Format: YYYYMM (i.e. 199903)
205MaturityDay optional SYNOPSIS: Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT.
201PutOrCall optional SYNOPSIS: Indicates whether an Option is for a put or call.
202StrikePrice optional SYNOPSIS: Strike Price for an Option.
206OptAttribute optional SYNOPSIS: Can be used for SecurityType=OPT to identify a particular security.
231ContractMultiplier optional SYNOPSIS: Specifies the ratio or multiply factor to convert from contracts to shares (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
223CouponRate optional SYNOPSIS: For Fixed Income. Coupon rate of the bond. Will be zero for step-up bonds.
207SecurityExchange optional SYNOPSIS: Market used to help identify a security.
106Issuer optional SYNOPSIS: Company name of security issuer (e.g. International Business Machines)
348EncodedIssuerLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedIssuer field.
349EncodedIssuer optional SYNOPSIS: Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Issuer field.
107SecurityDesc optional SYNOPSIS: Security description.
350EncodedSecurityDescLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedSecurityDesc field.
351EncodedSecurityDesc optional SYNOPSIS: Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.
15Currency optional SYNOPSIS: Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A: Valid Currency Codes for information on obtaining valid values.
58Text optional SYNOPSIS: Free format text string (Note: this field does not have a specified maximum length)
354EncodedTextLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedText field.
355EncodedText optional SYNOPSIS: Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Text field.
336TradingSessionID optional SYNOPSIS: Identifier for Trading Session Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc). Values should be bi-laterally agreed to between counterparties.
2066UndInstrmtGrpoptional Number of legs that make up the Security
1002StandardTrailerrequiredSYNOPSIS: The standard FIX message trailer
ELABORATION: