Description
The Security Definition message is used for the following:
- Accept the security defined in a Security Definition message.
- Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security.
- Reject the security requested in a Security Definition message.
- Respond to a request for securities within a specified market segment.
- Convey comprehensive security definition for all market segments that the security participates in.
- Convey the security's trading rules that differ from default rules for the market segment.
Security Definition
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType = d (lowercase) | ||
| Component Block - <ApplicationSequenceControl> | N | |||
| 964 | SecurityReportID | N | Identifier for Security Definition message | |
| 715 | ClearingBusinessDate | N | ||
| 320 | SecurityReqID | N | ||
| 2422 | OrderRequestID | N | ||
| 322 | SecurityResponseID | N | Identifier for the Security Definition message | |
| 323 | SecurityResponseType | N | Response to the Security Definition Request | |
| 560 | SecurityRequestResult | N |
Allow result of query request to be returned to requester |
|
| 1607 | SecurityRejectReason | N |
Used to specify a rejection reason when SecurityResponseType <323>=5 (Reject security proposal). |
|
| 292 | CorporateAction | N | Identifies the type of Corporate Action | |
| Component Block - <Instrument> | N |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security |
||
| Component Block - <InstrumentExtension> | N | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" | ||
| Component Block - <FinancingDetails> | N | |||
| Component Block - <UndInstrmtGrp> | N | Number of underlyings | ||
| Component Block - <RelatedInstrumentGrp> | N | |||
| Component Block - <SecurityClassificationGrp> | N |
Used to specify forms of product classifications |
||
| 15 | Currency | N | Currency in which the price is denominated | |
| 2572 | PreviousAdjustedOpenInterest | N | ||
| 2573 | PreviousUnadjustedOpenInterest | N | ||
| 734 | PriorSettlPrice | N | ||
| 58 | Text | N | Comment, instructions, or other identifying information. | |
| 354 | EncodedTextLen | N | Must be set if EncodedText field is specified and must immediately precede it. | |
| 355 | EncodedText | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | |
| Component Block - <Stipulations> | N | |||
| 1606 | NumOfSimpleInstruments | N | ||
| 2562 | NumOfComplexInstruments | N | ||
| Component Block - <InstrmtLegGrp> | N | Number of legs that make up the Security | ||
| Component Block - <SpreadOrBenchmarkCurveData> | N | |||
| Component Block - <YieldData> | N | |||
| Component Block - <MarketSegmentGrp> | N | Contains all the security details related to listing and trading the security | ||
| 779 | LastUpdateTime | N |
Represents the time at which a security was last updated |
|
| 2400 | EffectiveBusinessDate | N | ||
| 60 | TransactTime | N | ||
| Component Block - <StandardTrailer> | Y | |||