Message SecurityDefinitionRequest

FIX.4.2 Message

SecurityDefinitionRequest [type 'c']

The Security Definition Request 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 complex security made up of one or more underlying securities.

2. Request a list of the Security Types that can be traded with the second party.

3. Request a list of Securities that can be traded with the second party. This request can optionally be qualified with Symbol, TradingSessionID, SecurityExchange, and Security Type.

Added FIX.4.2

	Field or Component	Field Name	Req'd	Comments	Depr.

Field or Component

Field Name

Req'd

Comments

Depr.

8	BeginString	FIX.4.2 (Always unencrypted, must be first field in message)
9	BodyLength	(Always unencrypted, must be second field in message)
35	MsgType	(Always unencrypted, must be third field in message)
49	SenderCompID	(Always unencrypted)
56	TargetCompID	(Always unencrypted)
115	OnBehalfOfCompID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
128	DeliverToCompID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
90	SecureDataLen	Required to identify length of encrypted section of message. (Always unencrypted)
91	SecureData	Required when message body is encrypted. Always immediately follows SecureDataLen field.
34	MsgSeqNum	(Can be embedded within encrypted data section.)
50	SenderSubID	(Can be embedded within encrypted data section.)
142	SenderLocationID	Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
57	TargetSubID	"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
143	TargetLocationID	Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
116	OnBehalfOfSubID	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
144	OnBehalfOfLocationID	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
129	DeliverToSubID	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
145	DeliverToLocationID	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
43	PossDupFlag	Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
97	PossResend	Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
52	SendingTime	(Can be embedded within encrypted data section.)
122	OrigSendingTime	Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)
212	XmlDataLen	Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
213	XmlData	Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support
347	MessageEncoding	Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
369	LastMsgSeqNumProcessed	The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.
370	OnBehalfOfSendingTime	Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

end Component

Symbol of the requested Security

SymbolSfx

Suffix of the Requested Security

SecurityID

Security ID of the requested Security

IDSource

Source of the Security ID

167

SecurityType

Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.

200

MaturityMonthYear

Specifiesthe month and year of maturity. Required if MaturityDay is specified.

205

MaturityDay

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

For Options.

For Options.

For Options.

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

For Fixed Income.

Must be set if EncodedIssuer field is specified and must immediately precede it.

349

EncodedIssuer

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

107

SecurityDesc

350

EncodedSecurityDescLen

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

351

EncodedSecurityDesc

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

Currency

Text

Comment, instructions, or other identifying information.

354

EncodedTextLen

Must be set if EncodedText field is specified and must immediately precede it.

355

EncodedText

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

336

TradingSessionID

Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.

311

UnderlyingSymbol

The UnderlyingSymbol must be specified as the first field in the repeating group.

Required if NoRelatedSym > 0.

UnderlyingSecurityType

Must be specified if a Future or Option. If a Future: UnderlyingSymbol, UnderlyingSecurityType, and UnderlyingMaturityMonthYear are required. If an Option: UnderlyingSymbol, UnderlyingSecurityType, UnderlyingMaturityMonthYear, UnderlyingPutOrCall, and UnderlyingStrikePrice are required.

313

UnderlyingMaturityMonthYear

Specifiesthe month and year of maturity. Required if UnderlyingMaturityDay is specified.

314

UnderlyingMaturityDay

Can be used in conjunction with UnderlyingMaturityMonthYear to specify a particular maturity date.

315

UnderlyingPutOrCall

For Options.

316

UnderlyingStrikePrice

For Options.

317

UnderlyingOptAttribute

For Options.

436

UnderlyingContractMultiplier

For Fixed Income, Convertible Bonds, Derivatives, etc.

435

UnderlyingCouponRate

For Fixed Income.

308

UnderlyingSecurityExchange

Can be used to identify the security.

306

UnderlyingIssuer

362

EncodedUnderlyingIssuerLen

Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it.

363

EncodedUnderlyingIssuer

Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field.

307

UnderlyingSecurityDesc

364

EncodedUnderlyingSecurityDescLen

Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it.

365

EncodedUnderlyingSecurityDesc

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field.

319

RatioQty

Quantity of particular leg in the Security

Side

Indicates if this leg of the security is to be Bought or Sold as part of this complex security.

318

UnderlyingCurrency

end Repeating Group

93	SignatureLength	Required when trailer contains signature. Note: Not to be included within SecureData field
89	Signature	Note: Not to be included within SecureData field
10	CheckSum	(Always unencrypted, always last field in message)