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 multileg security made up of one or more instrument legs.

ID MsgType Abbr Flow
36cSecDefReq

Pedigree

Added EP Updated EP Deprecated EP
FIX.4.2

Responses

None

Members

SecurityDefinitionRequest base members
ID Name Abbr Presence Description
1024StandardHeaderHdrrequiredSYNOPSIS: The standard FIX message header
ELABORATION:
320SecurityReqIDReqID required SYNOPSIS: Unique ID of a Security Definition Request.
321SecurityRequestTypeReqTyp required SYNOPSIS: Type of Security Definition Request.
1003InstrumentInstrmtoptionalSYNOPSIS: 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:
1004InstrumentExtensionInstrmtExtoptionalSYNOPSIS: The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
ELABORATION:
2066UndInstrmtGrpUndlyoptionalSYNOPSIS:
ELABORATION:
15CurrencyCcy 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.
58TextTxt optional SYNOPSIS: Free format text string (Note: this field does not have a specified maximum length)
354EncodedTextLenEncTxtLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedText (355) field.
355EncodedTextEncTxt 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.
336TradingSessionIDSesID 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).
625TradingSessionSubIDSesSub 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.
2019InstrmtLegGrpLegoptionalSYNOPSIS:
ELABORATION:
827ExpirationCycleExpirationCycle optional SYNOPSIS: Part of trading cycle when an instrument expires. Field is applicable for derivatives.
263SubscriptionRequestTypeSubReqTyp optional SYNOPSIS: Subscription Request Type
1025StandardTrailerTrlrrequiredSYNOPSIS: The standard FIX message trailer
ELABORATION: