SecurityDefinitionRequest message – FIX.4.2 – FIX Reference

MsgTypec

CategorySecurityAndTradingSessionDefinitionOrStatus

SectionPreTrade

AddedFIX.4.2

Fields79

Components2

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.

Message Structure

79 fields, 2 components/groups — click any tag or field name for details

Tag

Name

Type

Req

Description

Added

◈ StandardHeader [Component]

MsgType = c (lowercase)

FIX.4.2

BeginString

String

FIX.4.2 (Always unencrypted, must be first field in message)

FIX.4.0

BodyLength

int

(Always unencrypted, must be second field in message)

FIX.4.0

MsgType

String

(Always unencrypted, must be third field in message)

▶ 46 enum values

Value	Name	Description
0	Heartbeat	Heartbeat
1	TestRequest	Test Request
2	ResendRequest	Resend Request
3	Reject	Reject
4	SequenceReset	Sequence Reset
5	Logout	Logout
6	IOI	Indication of Interest
7	Advertisement	Advertisement
8	ExecutionReport	Execution Report
9	OrderCancelReject	Order Cancel Reject
a	QuoteStatusRequest	Quote Status Request
A	Logon	Logon
B	News	News
b	MassQuoteAcknowledgement	Quote Acknowledgement
C	Email	Email
c	SecurityDefinitionRequest	Security Definition Request
D	NewOrderSingle	Order Single
d	SecurityDefinition	Security Definition
E	NewOrderList	Order List
e	SecurityStatusRequest	Security Status Request
f	SecurityStatus	Security Status
F	OrderCancelRequest	Order Cancel Request
G	OrderCancelReplaceRequest	Order Cancel/Replace Request
g	TradingSessionStatusRequest	Trading Session Status Request
H	OrderStatusRequest	Order Status Request
h	TradingSessionStatus	Trading Session Status
i	MassQuote	Mass Quote
j	BusinessMessageReject	Business Message Reject
J	AllocationInstruction	Allocation
K	ListCancelRequest	List Cancel Request
k	BidRequest	Bid Request
l	BidResponse	Bid Response (lowercase L)
L	ListExecute	List Execute
m	ListStrikePrice	List Strike Price
M	ListStatusRequest	List Status Request
N	ListStatus	List Status
P	AllocationInstructionAck	Allocation ACK
Q	DontKnowTrade	Dont Know Trade (DK)
R	QuoteRequest	Quote Request
S	Quote	Quote
T	SettlementInstructions	Settlement Instructions
V	MarketDataRequest	Market Data Request
W	MarketDataSnapshotFullRefresh	Market Data-Snapshot/Full Refresh
X	MarketDataIncrementalRefresh	Market Data-Incremental Refresh
Y	MarketDataRequestReject	Market Data Request Reject
Z	QuoteCancel	Quote Cancel

FIX.4.0

SenderCompID

String

(Always unencrypted)

FIX.4.0

TargetCompID

String

(Always unencrypted)

FIX.4.0

115

OnBehalfOfCompID

String

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

128

DeliverToCompID

String

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

SecureDataLen

Length

Required to identify length of encrypted section of message. (Always unencrypted)

FIX.4.0

SecureData

data

Required when message body is encrypted. Always immediately follows SecureDataLen field.

FIX.4.0

MsgSeqNum

int

(Can be embedded within encrypted data section.)

FIX.4.0

SenderSubID

String

(Can be embedded within encrypted data section.)

FIX.4.0

142

SenderLocationID

String

Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

TargetSubID

String

"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

FIX.4.0

143

TargetLocationID

String

Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

116

OnBehalfOfSubID

String

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

144

OnBehalfOfLocationID

String

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.)

FIX.4.1

129

DeliverToSubID

String

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

145

DeliverToLocationID

String

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.)

FIX.4.1

PossDupFlag

Boolean

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.)

▶ 2 enum values

Value	Name	Description
N	OriginalTransmission	Original transmission
Y	PossibleDuplicate	Possible duplicate

FIX.4.0

PossResend

Boolean

Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

▶ 2 enum values

Value	Name	Description
N	OriginalTransmission	Original transmission
Y	PossibleResend	Possible resend

FIX.4.0

SendingTime

UTCTimestamp

(Can be embedded within encrypted data section.)

FIX.4.0

122

OrigSendingTime

UTCTimestamp

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.)

FIX.4.0

212

XmlDataLen

Length

Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

FIX.4.2

213

XmlData

data

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

FIX.4.2

347

MessageEncoding

String

Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

▶ 4 enum values

Value	Name	Description
EUC-JP	EUCJP	(for using EUC)
ISO-2022-JP	ISO2022JP	(for using JIS)
Shift_JIS	ShiftJIS	(for using SJIS)
UTF-8	UTF8	(for using Unicode)

FIX.4.2

369

LastMsgSeqNumProcessed

int

The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

FIX.4.2

370

OnBehalfOfSendingTime

UTCTimestamp

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")

FIX.4.2

320

SecurityReqID

String

Unique ID of a Security Definition Request.

FIX.4.2

321

SecurityRequestType

int

Type of Security Definition Request.

▶ 4 enum values

Value	Name	Description
0	RequestSecurityIdentityAndSpecifications	Request Security identity and specifications
1	RequestSecurityIdentityForSpecifications	Request Security identity for the specifications provided (Name of the security is not supplied)
2	RequestListSecurityTypes	Request List Security Types
3	RequestListSecurities	Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange is provided then only list Securities for the specific type)

FIX.4.2

Symbol

String

Symbol of the requested Security

FIX.4.2

SymbolSfx

String

Suffix of the Requested Security

FIX.4.2

SecurityID

String

Security ID of the requested Security

FIX.4.2

IDSource

String

Source of the Security ID

▶ 9 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code
8	ExchangeSymbol	Exchange Symbol
9	ConsolidatedTapeAssociation	Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)

FIX.4.2

167

SecurityType

String

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.

▶ 33 enum values

Value	Name	Description
?	Wildcard	Wildcard entry (used on Security Definition Request message)
BA	BankersAcceptance	Bankers Acceptance
CB	ConvertibleBond	Convertible Bond (Note not part of ISITC spec)
CD	CertificateOfDeposit	Certificate Of Deposit
CMO	CollateralizedMortgageObligation	Collateralize Mortgage Obligation
CORP	CorporateBond	Corporate Bond
CP	CommercialPaper	Commercial Paper
CPP	CorporatePrivatePlacement	Corporate Private Placement
CS	CommonStock	Common Stock
FHA	FederalHousingAuthority	Federal Housing Authority
FHL	FederalHomeLoan	Federal Home Loan
FN	FederalNationalMortgageAssociation	Federal National Mortgage Association
FOR	ForeignExchangeContract	Foreign Exchange Contract
FUT	Future	Future
GN	GovernmentNationalMortgageAssociation	Government National Mortgage Association
GOVT	TreasuriesAgencyDebenture	Treasuries + Agency Debenture
IET	IOETTEMortgage	Mortgage IOETTE
MF	MutualFund	Mutual Fund
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-Thru
MUNI	MunicipalBond	Municipal Bond
NONE	NoSecurityType	No ISITC Security Type
OPT	Option	Option
PS	PreferredStock	Preferred Stock
RP	RepurchaseAgreement	Repurchase Agreement
RVRP	ReverseRepurchaseAgreement	Reverse Repurchase Agreement
SL	StudentLoanMarketingAssociation	Student Loan Marketing Association
TD	TimeDeposit	Time Deposit
USTB	USTreasuryBillOld	US Treasury Bill
WAR	Warrant	Warrant
ZOO	CatsTigersAndLions	Cats, Tigers & Lions (a real code: US Treasury Receipts)

FIX.4.2

200

MaturityMonthYear

MonthYear

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

FIX.4.2

205

MaturityDay

DayOfMonth

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

FIX.4.2

201

PutOrCall

int

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.2

202

StrikePrice

Price

For Options.

FIX.4.2

206

OptAttribute

char

For Options.

FIX.4.2

231

ContractMultiplier

float

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

FIX.4.2

223

CouponRate

float

For Fixed Income.

FIX.4.2

207

SecurityExchange

Exchange

Market used to help identify a security.

FIX.4.2

106

Issuer

String

Company name of security issuer (e.g. International Business Machines)

FIX.4.2

348

EncodedIssuerLen

Length

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

FIX.4.2

349

EncodedIssuer

data

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

FIX.4.2

107

SecurityDesc

String

Security description.

FIX.4.2

350

EncodedSecurityDescLen

Length

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

FIX.4.2

351

EncodedSecurityDesc

data

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

FIX.4.2

Currency

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A: Valid Currency Codes for information on obtaining valid values.

FIX.4.2

Text

String

Comment, instructions, or other identifying information.

FIX.4.2

354

EncodedTextLen

Length

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

FIX.4.2

355

EncodedText

data

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

FIX.4.2

336

TradingSessionID

String

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

FIX.4.2

146

NoRelatedSym

int

Number of legs that make up the Security

FIX.4.2

311

UnderlyingSymbol

String

The UnderlyingSymbol must be specified as the first field in the repeating group. Required if NoRelatedSym > 0.

FIX.4.2

312

UnderlyingSymbolSfx

String

Underlying security’s SymbolSfx. See SymbolSfx field for description

FIX.4.2

309

UnderlyingSecurityID

String

Underlying security’s SecurityID. See SecurityID field for description

FIX.4.2

305

UnderlyingIDSource

String

Underlying security’s IDSource.

FIX.4.2

310

UnderlyingSecurityType

String

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.

FIX.4.2

313

UnderlyingMaturityMonthYear

MonthYear

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

FIX.4.2

314

UnderlyingMaturityDay

DayOfMonth

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

FIX.4.2

315

UnderlyingPutOrCall

int

For Options.

FIX.4.2

316

UnderlyingStrikePrice

Price

For Options.

FIX.4.2

317

UnderlyingOptAttribute

char

For Options.

FIX.4.2

436

UnderlyingContractMultiplier

float

For Fixed Income, Convertible Bonds, Derivatives, etc.

FIX.4.2

435

UnderlyingCouponRate

float

For Fixed Income.

FIX.4.2

308

UnderlyingSecurityExchange

Exchange

Can be used to identify the security.

FIX.4.2

306

UnderlyingIssuer

String

Underlying security’s Issuer. See Issuer field for description

FIX.4.2

362

EncodedUnderlyingIssuerLen

Length

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

FIX.4.2

363

EncodedUnderlyingIssuer

data

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

FIX.4.2

307

UnderlyingSecurityDesc

String

Underlying security’s SecurityDesc. See SecurityDesc field for description

FIX.4.2

364

EncodedUnderlyingSecurityDescLen

Length

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

FIX.4.2

365

EncodedUnderlyingSecurityDesc

data

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

FIX.4.2

319

RatioQty

Qty

Quantity of particular leg in the Security

FIX.4.2

Side

char

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

▶ 9 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI and List Order messages only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)
9	CrossShort	Cross short