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FIXtags

FIX MESSAGE 35=c

SecurityDefinitionRequest

MsgType (35) = cSecurityAndTradingSessionDefinitionOrStatusAdded FIX.4.2

Definition

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.

FIX 4.2 group names/IDs were assigned during the official Orchestra translation; some mappings to later versions are approximate. This layout stays within the 4.2 source.

Message structure 79 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

  1. StandardHeaderComponentRequired

    MsgType = c (lowercase)

    StandardHeader definition & usage →

    1. 8 BeginStringStringRequired here

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

    2. 9 BodyLengthintRequired here

      (Always unencrypted, must be second field in message)

    3. 35 MsgTypeStringRequired here

      (Always unencrypted, must be third field in message)

    4. 49 SenderCompIDStringRequired here

      (Always unencrypted)

    5. 56 TargetCompIDStringRequired here

      (Always unencrypted)

    6. 115 OnBehalfOfCompIDString—

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

    7. 128 DeliverToCompIDString—

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

    8. 90 SecureDataLenint—

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

    9. 91 SecureDatadata—

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

    10. 34 MsgSeqNumintRequired here

      (Can be embedded within encrypted data section.)

    11. 50 SenderSubIDString—

      (Can be embedded within encrypted data section.)

    12. 142 SenderLocationIDString—

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

    13. 57 TargetSubIDString—

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

    14. 143 TargetLocationIDString—

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

    15. 116 OnBehalfOfSubIDString—

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

    16. 144 OnBehalfOfLocationIDString—

      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.)

    17. 129 DeliverToSubIDString—

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

    18. 145 DeliverToLocationIDString—

      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.)

    19. 43 PossDupFlagBoolean—

      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.)

    20. 97 PossResendBoolean—

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

    21. 52 SendingTimeUTCTimestampRequired here

      (Can be embedded within encrypted data section.)

    22. 122 OrigSendingTimeUTCTimestamp—

      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.)

    23. 212 XmlDataLenint—

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

    24. 213 XmlDatadata—

      Can contain an XML-formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support

    25. 347 MessageEncodingString—

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

    26. 369 LastMsgSeqNumProcessedint—

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

    27. 370 OnBehalfOfSendingTimeUTCTimestamp—

      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")

  2. 320 SecurityReqIDStringRequired
  3. 321 SecurityRequestTypeintRequired
  4. 55 SymbolString—

    Symbol of the requested Security

  5. 65 SymbolSfxString—

    Suffix of the Requested Security

  6. 48 SecurityIDString—

    Security ID of the requested Security

  7. 22 IDSourceString—

    Source of the Security ID

  8. 167 SecurityTypeString—

    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.

  9. 200 MaturityMonthYearMonthYear—

    Specifies the month and year of maturity. Required if MaturityDay is specified.

  10. 205 MaturityDayDayOfMonth—

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

  11. 201 PutOrCallint—

    For Options.

  12. 202 StrikePricePrice—

    For Options.

  13. 206 OptAttributechar—

    For Options.

  14. 231 ContractMultiplierfloat—

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

  15. 223 CouponRatefloat—

    For Fixed Income.

  16. 207 SecurityExchangeExchange—
  17. 106 IssuerString—
  18. 348 EncodedIssuerLenint—

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

  19. 349 EncodedIssuerdata—

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

  20. 107 SecurityDescString—
  21. 350 EncodedSecurityDescLenint—

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

  22. 351 EncodedSecurityDescdata—

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

  23. 15 CurrencyCurrency—
  24. 58 TextString—

    Comment, instructions, or other identifying information.

  25. 354 EncodedTextLenint—

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

  26. 355 EncodedTextdata—

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

  27. 336 TradingSessionIDString—

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

  28. UndInstrmtGrpRepeating groupCount tag 146—

    Number of legs that make up the Security

    UndInstrmtGrp definition & usage →

    1. 146 NoRelatedSymGroup count—
    2. 311 UnderlyingSymbolString—

      Must be specified as the first field in the repeating group. Required if NoRelatedSym > 0.

    3. 312 UnderlyingSymbolSfxString—
    4. 309 UnderlyingSecurityIDString—
    5. 305 UnderlyingIDSourceString—
    6. 310 UnderlyingSecurityTypeString—

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

    7. 313 UnderlyingMaturityMonthYearMonthYear—

      Specifies the month and year of maturity. Required if UnderlyingMaturityDay is specified.

    8. 314 UnderlyingMaturityDayDayOfMonth—

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

    9. 315 UnderlyingPutOrCallint—

      For Options.

    10. 316 UnderlyingStrikePricePrice—

      For Options.

    11. 317 UnderlyingOptAttributechar—

      For Options.

    12. 436 UnderlyingContractMultiplierfloat—

      For Fixed Income, Convertible Bonds, Derivatives, etc.

    13. 435 UnderlyingCouponRatefloat—

      For Fixed Income.

    14. 308 UnderlyingSecurityExchangeExchange—

      Can be used to identify the security.

    15. 306 UnderlyingIssuerString—
    16. 362 EncodedUnderlyingIssuerLenint—

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

    17. 363 EncodedUnderlyingIssuerdata—

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

    18. 307 UnderlyingSecurityDescString—
    19. 364 EncodedUnderlyingSecurityDescLenint—

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

    20. 365 EncodedUnderlyingSecurityDescdata—

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

    21. 319 RatioQtyQty—

      Quantity of particular leg in the Security

    22. 54 Sidechar—

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

    23. 318 UnderlyingCurrencyCurrency—
  29. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    1. 93 SignatureLengthint—

      Required when trailer contains signature. Note: Not to be included within SecureData field

    2. 89 Signaturedata—

      Note: Not to be included within SecureData field

    3. 10 CheckSumStringRequired here

      (Always unencrypted, always last field in message)