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Security Definition (MsgType = d, FIXML = SecDef)

The Security Definition (d) message is used for the following:

1. Accept the security defined in a Security Definition (d) message.

2. Accept the security defined in a Security Definition (d) message with changes to the definition and/or identity of the security.

3. Reject the security requested in a Security Definition (d) message

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = d
<ApplicationSequenceControl> N
964 SecurityReportID @RptID N Identifier for Security Definition (d) message
715 ClearingBusinessDate @BizDt N
320 SecurityReqID @ReqID N
322 SecurityResponseID @RspID N Identifier for the Security Definition (d) message
323 SecurityResponseType @RspTyp N Response to the Security Definition (d) Request
292 CorporateAction @CorpActn N Identifies the type of Corporate Action.
<Instrument> N Insert here the set of "Instrument" fields defined in "Common Components of Application Messages".
<InstrumentExtension> N Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages".
711 NoUnderlyings Undly N Number of underlyings
=> <UnderlyingInstrument> C Must be provided if Number of underlyings > 0
15 Currency @Ccy N
58 Text @Txt N Comment, instructions, or other identifying information.
354 EncodedTextLen @EncTxtLen C Must be set if EncodedText (355) field is specified and must immediately precede it.
355 EncodedText @EncTxt C Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
555 NoLegs Leg N Number of legs Identifies a Multi-leg Execution if present and non-zero.
=> <InstrumentLeg> C Must be provided if Number of legs > 0
<SpreadOrBenchmarkCurveData> N
<YieldData> N
1310 NoMarketSegments MktSegGrp N Number of Market Segments on which a security may trade.
=> 1301 MarketID @MktID C Identifies the market which lists and trades the instrument.
=> 1300 MarketSegmentID @MktSegID N Identifies the segment of the market to which the specify trading rules and listing rules apply.
=> <SecurityTradingRules> N
=> 1201 NoStrikeRules StrkRules N Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument.
=> => 1223 StrikeRuleID @StrkRule C Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated.
=> => 1202 StartStrikePxRange @StartStrkPxRng N Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying.
=> => 1203 EndStrikePxRange @EndStrkPxRng N Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying.
=> => 1204 StrikeIncrement @StrkIncr N Value by which strike price should be incremented within the specified price.
=> => 1304 StrikeExerciseStyle @StrkExrStyle N Enumeration that represents the exercise style for a class of options. Same values as ExerciseStyle.
=> => 1236 NoMaturityRules MatRules N Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument.
=> => => 1222 MaturityRuleID @MatRuleID C Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated.
=> => => 1303 MaturityMonthYearFormat @MMYFmt N Format used to generate the MMY for each option contract.
=> => => 1302 MaturityMonthYearIncrementUnits @MMYIncrUnits N Enumeration specifying the increment unit.
=> => => 1241 StartMaturityMonthYear @StartMMY N Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying.
=> => => 1226 EndMaturityMonthYear @EndMMY N Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying.
=> => => 1229 MaturityMonthYearIncrement @MMYIncr N Value by which maturity month year should be incremented within the specified price range.
<Standard Message Trailer> Y

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