| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 37 | d | SecDef |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.2 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | Hdr | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 320 | SecurityReqID | ReqID | required | SYNOPSIS:
Unique ID of a Security Definition Request.
|
| 322 | SecurityResponseID | RspID | required | SYNOPSIS:
Unique ID of a Security Definition message.
|
| 323 | SecurityResponseType | RspTyp | required | SYNOPSIS:
Type of Security Definition message response
|
| 1003 | Instrument | Instrmt | optional | SYNOPSIS:
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
ELABORATION: |
| 1004 | InstrumentExtension | InstrmtExt | optional | SYNOPSIS:
The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
ELABORATION: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 15 | Currency | Ccy | 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 6-A: Valid Currency Codes" for information on obtaining valid values.
|
| 336 | TradingSessionID | SesID | optional | SYNOPSIS:
Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).
|
| 625 | TradingSessionSubID | SesSub | optional | SYNOPSIS:
Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.
|
| 58 | Text | Txt | optional | SYNOPSIS:
Free format text string
(Note: this field does not have a specified maximum length)
|
| 354 | EncodedTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
|
| 355 | EncodedText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.
|
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 827 | ExpirationCycle | ExpirationCycle | optional | SYNOPSIS:
Part of trading cycle when an instrument expires. Field is applicable for derivatives.
|
| 561 | RoundLot | RndLot | optional | SYNOPSIS:
The trading lot size of a security
|
| 562 | MinTradeVol | MinTrdVol | optional | SYNOPSIS:
The minimum trading volume for a security
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |