SecurityStatusRequest (MsgType = e, FIXML = SecStatReq)

The Security Status Request (e) message provides for the ability to request the status of a security. One or more Security Status (f) messages are returned as a result of a Security Status Request (e) message.

The Security Status Request (e) message contains a SubscriptionRequestType (263) field. This tells the counter party what type of request is being made:

0
indicates that the requestor only wants a snapshot or the current status.
1
indicates that the requestor wants a snapshot (the current status) plus updates as the status changes. This is similar to subscribing for information and can be implemented in applications as a subscription mechanism.
2
indicates that the requestor wishes to cancel any pending snapshots or updates - inessence making this an unsubscribe operation.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = e
324 SecurityStatusReqID @StatReqID Y SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.
<Instrument> Y
<InstrumentExtension> N
<FinancingDetails> N
<UndInstrmtGrp> N

Number of underlyings

<InstrmtLegGrp> N

Number of legs that make up the Security

<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

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).

2897 CurrencyCodeSource @CcySrc N

Identifies class or source of the Currency(15) value.

263 SubscriptionRequestType @SubReqTyp Y

SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.

1301 MarketID @MktID N

Identifies the market

1300 MarketSegmentID @MktSegID N

Identifies the market segment

336 TradingSessionID @SesID N

Identifier for a trading session.

A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.

To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).

Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

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

<Standard Message Trailer> Y