The Security Definition Request (c) message is used for the following:
1. 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.
Subscription for security status can be optionally specified by including the SubscriptionRequestType[263] (263) field on the message.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = c | |||||
| 320 | SecurityReqID | @ReqID | Y | Subscribe or unsubscribe for security status to security specified in request. | |||
| 321 | SecurityRequestType | @ReqTyp | Y |
Type of Security Definition Request. |
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| 1301 | MarketID | @MktID | N |
Identifies the market for which the security definition request is being made. |
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| 1300 | MarketSegmentID | @MktSegID | N |
Identifies the segment of the market for which the security definition request is being made. |
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| <Instrument> | N | ||||||
| <InstrumentExtension> | N | ||||||
| <FinancingDetails> | N | ||||||
| <UndInstrmtGrp> | N |
Free form text to specify additional information or enumeration description when a standard value does not apply. |
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| <RelatedInstrumentGrp> | N |
The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 |
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| 15 | Currency | @Ccy | N |
Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible. For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s). |
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| 2897 | CurrencyCodeSource | @CcySrc | N |
Identifies class or source of the Currency(15) value. |
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| 376 | ComplianceID | @ComplianceID | N |
ID used to represent this transaction for compliance purposes (e.g. OATS reporting). |
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| 2404 | ComplianceText | @ComplianceTxt | N |
Free text for compliance information required for regulatory reporting. |
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| 2351 | EncodedComplianceTextLen | @EncComplianceTxtLen | N |
Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. |
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| 2352 | EncodedComplianceText | @EncComplianceTxt | N |
Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. |
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| 58 | Text | @Txt | N |
Free format text string (Note: this field does not have a specified maximum length) |
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| 354 | EncodedTextLen | @EncTxtLen | C |
Must be set if EncodedText(355) field is specified and must immediately precede it. |
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| 355 | EncodedText | @EncTxt | C |
Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. |
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| 336 | TradingSessionID | @SesID | N |
Optional trading session identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. |
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| 625 | TradingSessionSubID | @SesSub | N |
Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility |
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| <Stipulations> | N |
PartyID value within an instrument party repeating group. Same values as PartyID (448) |
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| <InstrmtLegGrp> | N |
Relevant settled entity matrix source. |
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| <SpreadOrBenchmarkCurveData> | N | ||||||
| <YieldData> | N | ||||||
| 827 | ExpirationCycle | @ExpirationCycle | N |
Part of trading cycle when an instrument expires. Field is applicable for derivatives. |
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| 263 | SubscriptionRequestType | @SubReqTyp | N |
Subscribe or unsubscribe for security status to security specified in request. |
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| <Standard Message Trailer> | Y | ||||||
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