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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
Instrument
Component
The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
InstrumentExtension
Component
The set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
UndInstrmtGrp
Component
Number of underlyings
15
Currency
Currency
58
Text
String
Comment, instructions, or other identifying information
354
EncodedTextLen
Length
Must be set if EncodedText field is specified and must immediately precede it
355
EncodedText
Data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field
336
TradingSessionID
String
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
InstrmtLegGrp
Component
Number of legs that make up the Security
827
ExpirationCycle
Int Enum
263
SubscriptionRequestType
Char Enum
Subscribe or unsubscribe for security status to security specified in request
StandardTrailer
Component
Required