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The Security Status (f) message provides for the ability to report changes in status to a security. The Security Status (f) message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status (f) message is used by one trading entity (for instance an exchange) to report changes in the state of a security.
It is expected that the Security Status (f) message that is sent as a response should indicate what type of request is being provided. If the message is being generated as a result of a RequestType =1, then the response should have a RequestType=1 to permit the requestor to determine why the message was sent.
| Tag | Field Name | FIXML | Req'd | Comments | |||
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| <Standard Message Header> | Y | MsgType = f | |||||
| <ApplicationSequenceControl> | N | ||||||
| 3111 | SecurityStatusReportID | @RptID | N |
Unique identifier for this message. Conditionally required when supporting SecurityStatusAck(35=ER) as response message. |
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| 324 | SecurityStatusReqID | @StatReqID | N |
Unique ID of a Security Status Request or a Security Mass Status Request message. |
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| <Instrument> | Y | ||||||
| <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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| <InstrmtLegGrp> | N |
Relevant settled entity matrix source. |
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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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| 1301 | MarketID | @MktID | N |
Identifies the market |
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| 1300 | MarketSegmentID | @MktSegID | N |
Identifies the market segment |
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| 3103 | MostLiquidMarketIndicator | @MostLqdMktInd | N |
Indicates whether MarketID(1301) is the most liquid market for the given Instrument. |
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| 1430 | VenueType | @VenuTyp | N |
Identifies the type of venue where a trade was executed. |
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| 75 | TradeDate | @TrdDt | N |
Business day that the state change applies to. |
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| 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. |
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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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| 574 | MatchType | @MtchTyp | N |
The point in the matching process at which this trade was matched. |
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| 325 | UnsolicitedIndicator | @Unsol | N |
Set to 'Y' if message is sent as a result of a subscription request not a snapshot request |
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| 326 | SecurityTradingStatus | @TrdgStat | N |
Identifies the trading status applicable to the transaction. |
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| 1655 | MarketMakerActivity | @MktMkrActvty | N |
Indicates market maker participation in security. |
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| 2447 | FastMarketIndicator | @FastMktInd | N |
Indicates if the instrument is in "fast market" state. A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. |
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| 1174 | SecurityTradingEvent | @SecTrdEvnt | N |
Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. |
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| 2116 | NextAuctionTime | @NxtAuctTm | N |
The time of the next auction. |
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| 291 | FinancialStatus | @FinclStat | N |
Identifies a firm's or a security's financial status |
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| 292 | CorporateAction | @CorpActn | N |
Identifies the type of Corporate Action. |
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| 327 | HaltReason | @HaltRsn | N |
Denotes the reason for the Opening Delay or Trading Halt. |
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| 328 | InViewOfCommon | @InViewOfCmn | N |
Indicates whether or not the halt was due to Common Stock trading being halted. |
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| 329 | DueToRelated | @DueToReltd | N |
Indicates whether or not the halt was due to the Related Security being halted. |
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| 1021 | MDBookType | @MDBkTyp | N |
Used to relay changes in the book type |
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| 264 | MarketDepth | @MktDepth | N |
Used to relay changes in market depth. |
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| 330 | BuyVolume | @BuyVol | N |
Quantity bought. |
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| 331 | SellVolume | @SellVol | N |
Quantity sold. |
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| 332 | HighPx | @HighPx | N |
Represents an indication of the high end of the price range for a security prior to the open or reopen |
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| 333 | LowPx | @LowPx | N |
Represents an indication of the low end of the price range for a security prior to the open or reopen |
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| 31 | LastPx | @LastPx | N |
Represents the last price for that security either on a consolidated or an individual participant basis at the time it is disseminated. |
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| <ClearingPriceParametersGrp> | N |
Number of parties sub-IDs in the repeating group. |
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| 730 | SettlPrice | @SetPx | N |
Settlement price |
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| 731 | SettlPriceType | @SetPxTyp | N |
Type of settlement price |
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| 2451 | SettlPriceDeterminationMethod | @SettlPxDtrmnMeth | N |
Calculation method used to determine settlement price. |
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| 60 | TransactTime | @TxnTm | N |
Time of status information. |
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| 168 | EffectiveTime | @EfctvTm | N |
May be used to identify the time of the status change. |
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| 334 | Adjustment | @Adjmt | N |
Identifies the type of adjustment. |
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| 1025 | FirstPx | @FirstPx | N |
Represents the price of the first fill of the trading session. |
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| 2448 | LinkageHandlingIndicator | @LnkgHandlInd | N |
Indicate whether linkage handling is in effect for an instrument or not. |
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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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| <Standard Message Trailer> | Y | ||||||
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| FRAMES | NO FRAMES |