Description
The Security Definition Request message is used for the following:
- 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.
- Request a set of individual securities for a single market segment.
- Request all securities, independent of market segment.
Subscription for security status can be optionally specified by including the SubscriptionRequestType <263> field on the message.
See "Security Definition, Security Status, and Trading Session Message Scenarios"
Security Definition Request
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType = c (lowercase) | ||
| 320 | SecurityReqID | Y | ||
| 321 | SecurityRequestType | Y | ||
| 1301 | MarketID | N | Identifies the market for which the security definition request is being made. | |
| 1300 | MarketSegmentID | N | Identifies the segment of the market for which the security definition request is being made. | |
| 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 | |||
| 15 | Currency | N | ||
| 2897 | CurrencyCodeSource | N | ||
| 376 | ComplianceID | N | ||
| 2404 | ComplianceText | N | ||
| 2351 | EncodedComplianceTextLen | N |
Must be set if EncodedComplianceText <2352> field is specified and must immediately precede it. |
|
| 2352 | EncodedComplianceText | N |
Encoded (non-ASCII characters) representation of the ComplianceText <2404> field in the encoded format specified via the MessageEncoding <347> field. |
|
| 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. | |
| 336 | TradingSessionID | N | Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. | |
| 625 | TradingSessionSubID | N | ||
| Component Block - <Stipulations> | N | |||
| Component Block - <InstrmtLegGrp> | N | Number of legs that make up the Security | ||
| Component Block - <SpreadOrBenchmarkCurveData> | N | |||
| Component Block - <YieldData> | N | |||
| 827 | ExpirationCycle | N | ||
| 263 | SubscriptionRequestType | N | Subscribe or unsubscribe for security status to security specified in request. | |
| Component Block - <StandardTrailer> | Y | |||