Description
The Security Status Request message provides for the ability to request the status of a security. One or more SecurityStatus <f> messages are returned as a result of a Security Status Request message.
The Security Status Request message contains a SubscriptionRequestType <263> field. This tells the counter party what type of request is being made:
- 0 – indicates that the requestor only wants a snapshot or the current status.
- 1 – indicates that the requestor wants a snapshot (the current status) plus updates as the status changes. This is similar to subscribing for information and can be implemented in applications as a subscription mechanism.
- 2 – indicates that the requestor wishes to cancel any pending snapshots or updates - in essence making this an unsubscribe operation.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = e (lowercase) | ||
| 324 | SecurityStatusReqID | Y | Must be unique, or the ID of previous SecurityStatusRequest <e> to disable if SubscriptionRequestType <263>='2' (Disable previous Snapshot + Updates Request). | |
| Component Block - <Instrument> | Y | Insert here the set of <Instrument> (symbology) fields | ||
| Component Block - <InstrumentExtension> | N | Insert here the set of <InstrumentExtension> fields | ||
| Component Block - <FinancingDetails> | N | |||
| Component Block - <UndInstrmtGrp> | N | Number of underlyings | ||
| Component Block - <InstrmtLegGrp> | N | Number of legs that make up the Security | ||
| Component Block - <RelatedInstrumentGrp> | N | |||
| 15 | Currency | N | ||
| 2897 | CurrencyCodeSource | N | ||
| 263 | SubscriptionRequestType | Y | SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. | |
| 1301 | MarketID | N | ||
| 1300 | MarketSegmentID | N | ||
| 336 | TradingSessionID | N | ||
| 625 | TradingSessionSubID | N | ||
| Component Block - <StandardTrailer> | Y | |||