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c Security Definition Request

This message is used to:

  • 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

A subscription for security status can be optionally created by including SubscriptionRequestType (263) on the message.

See "Security Definition, Security Status, and Trading Session Message Scenarios"

Structure

TagNameTypeRequiredDescription
StandardHeader
Component
Required
320
SecurityReqID
String
Required
321
SecurityRequestType
Int Enum
Required
1301
MarketID
Exchange
Identifies the market for which the security definition request is being made
1300
MarketSegmentID
String
Identifies the segment of the market for which the security definition request is being made
Instrument
Component
InstrumentExtension
Component
FinancingDetails
Component
UndInstrmtGrp
Component
RelatedInstrumentGrp
Component
15
Currency
Currency
2897
CurrencyCodeSource
String Enum
376
ComplianceID
String
2404
ComplianceText
String
2351
EncodedComplianceTextLen
Length
Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it
2352
EncodedComplianceText
Data
Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field
58
Text
String
354
EncodedTextLen
Length
Must be set if EncodedText(355) field is specified and must immediately precede it
355
EncodedText
Data
Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field
336
TradingSessionID
String Enum
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
String Enum
Stipulations
Component
InstrmtLegGrp
Component
SpreadOrBenchmarkCurveData
Component
YieldData
Component
827
ExpirationCycle
Int Enum
263
SubscriptionRequestType
Char Enum
Subscribe or unsubscribe for security status to security specified in request
StandardTrailer
Component
Required