Description
The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security.
It is expected that the Security Status message that is sent as a response should indicate what type of request is being provided. If the message is being generated as a result of a RequestType =1, then the response should have a RequestType=1 to permit the requestor to determine why the message was sent.
Security Status
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = f (lowercase) | ||
| Component Block - <ApplicationSequenceControl> | N | |||
| 324 | SecurityStatusReqID | N | ||
| Component Block - <Instrument> | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | ||
| 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 - <InstrmtLegGrp> | N | Required for multileg quotes | ||
| Component Block - <RelatedInstrumentGrp> | N | |||
| 15 | Currency | N | ||
| 2897 | CurrencyCodeSource | N | ||
| 1301 | MarketID | N | ||
| 1300 | MarketSegmentID | N | ||
| 75 | TradeDate | N |
Business day that the state change applies to. |
|
| 336 | TradingSessionID | N | ||
| 625 | TradingSessionSubID | N | ||
| 325 | UnsolicitedIndicator | N | Set to 'Y' if message is sent as a result of a subscription request not a snapshot request | |
| 326 | SecurityTradingStatus | N | Identifies the trading status applicable to the transaction. | |
| 1655 | MarketMakerActivity | N | ||
| 2447 | FastMarketIndicator | N | ||
| 1174 | SecurityTradingEvent | N | Identifies an event related to the trading status | |
| 2116 | NextAuctionTime | N | ||
| 291 | FinancialStatus | N | ||
| 292 | CorporateAction | N | ||
| 327 | HaltReason | N | Denotes the reason for the Opening Delay or Trading Halt. | |
| 328 | InViewOfCommon | N | ||
| 329 | DueToRelated | N | ||
| 1021 | MDBookType | N | Used to relay changes in the book type | |
| 264 | MarketDepth | N | Used to relay changes in Market Depth. | |
| 330 | BuyVolume | N | ||
| 331 | SellVolume | N | ||
| 332 | HighPx | N | ||
| 333 | LowPx | N | ||
| 31 | LastPx | N | Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated. | |
| Component Block - <ClearingPriceParametersGrp> | N | |||
| 730 | SettlPrice | N | ||
| 731 | SettlPriceType | N | ||
| 2451 | SettlPriceDeterminationMethod | N | ||
| 60 | TransactTime | N | Trade Dissemination Time | |
| 334 | Adjustment | N | ||
| 1025 | FirstPx | N | Represents the price of the first fill of the trading session. | |
| 2448 | LinkageHandlingIndicator | 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 - <StandardTrailer> | Y | |||