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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
4. Respond to a request for securities within a specified market segment.
5. Convey comprehensive security definitionfor all market segments that the security participates in.
6. Convey the security's trading rules that differ from default rules for the market segment.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = d | |||||
| <ApplicationSequenceControl> | N | ||||||
| 964 | SecurityReportID | @RptID | N |
Used to identify the SecurityDefinition(35=d) message. |
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| 715 | ClearingBusinessDate | @BizDt | N |
The business date for which the trade is expected to be cleared. |
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| 320 | SecurityReqID | @ReqID | N |
Unique ID of a Security Definition Request. |
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| 2422 | OrderRequestID | @OrdReqID | N |
Unique message identifier for an order request as assigned by the submitter of the request. |
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| 322 | SecurityResponseID | @RspID | N |
Used to identify the response to a SecurityDefinitionRequest(35=c) message. |
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| 323 | SecurityResponseType | @RspTyp | N |
Type of Security Definition message response. |
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| 560 | SecurityRequestResult | @ReqRslt | N |
Allow result of query request to be returned to requester |
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| 1607 | SecurityRejectReason | @SecRejRsn | N |
Used to specify a rejection reason when SecurityResponseType(323)=5 (Reject security proposal). |
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| 292 | CorporateAction | @CorpActn | N |
Identifies the type of Corporate Action. |
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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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| <SecurityClassificationGrp> | N |
Used to specify forms of product classifications |
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| 15 | Currency | @Ccy | N |
Currency in which the price is denominated |
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| 2897 | CurrencyCodeSource | @CcySrc | N |
Identifies class or source of the Currency(15) value. |
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| 2572 | PreviousAdjustedOpenInterest | @PrevAdjOpenInt | N |
Previous day's adjusted open interest. |
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| 2573 | PreviousUnadjustedOpenInterest | @PrevUnadjOpenInt | N |
Previous day's unadjusted open interest. |
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| 734 | PriorSettlPrice | @PriSetPx | N |
Previous settlement price |
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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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| <Stipulations> | N |
PartyID value within an instrument party repeating group. Same values as PartyID (448) |
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| 1606 | NumOfSimpleInstruments | @NumSimplInstrmt | N |
Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. |
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| 2562 | NumOfComplexInstruments | @NumCmplxInstrmt | N |
Represents the total number of multileg securities or user defined securities that make up the security. |
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| <InstrmtLegGrp> | N |
Relevant settled entity matrix source. |
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| <SpreadOrBenchmarkCurveData> | N | ||||||
| <YieldData> | N | ||||||
| <MarketSegmentGrp> | N |
Contains all the security details related to listing and trading the security |
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| 779 | LastUpdateTime | @LastUpdateTm | N |
Represents the time at which a security was last updated |
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| 2400 | EffectiveBusinessDate | @EfctvBizDt | N |
Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. |
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| 60 | TransactTime | @TxnTm | N |
Timestamp when the business transaction represented by the message occurred. |
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| <Standard Message Trailer> | Y | ||||||
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