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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 | |||||
| 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 | |||
| <Instrument> | N | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages". of the requested Security | |||||
| <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 | ||||
| 336 | TradingSessionID | @SesID | N | ||||
| 625 | TradingSessionSubID | @SesSub | 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 | ||||
| => | 1017 | LegOptionRatio | @LegOptionRatio | N | LegOptionRatio is provided on Covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta LegOptionRatio (1017) is multiplied by LegOptionRatio (1017) and OrderQty (38) to determine the covering quantity | ||
| => | 566 | LegPrice | @Px | N | Specifies the price of a Leg | ||
| 827 | ExpirationCycle | @ExpirationCycle | N | ||||
| 561 | RoundLot | @RndLot | N | ||||
| 562 | MinTradeVol | @MinTrdVol | N | ||||
| <Standard Message Trailer> | Y | ||||||
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