Definition
The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security.
Message structure 4021 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.
Nested fields load when needed. Open the full static layout (also works without JavaScript).
StandardHeaderComponentRequired
MsgType = f (lowercase F)
StandardHeader definition & usage →
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ApplicationSequenceControlComponent—
ApplicationSequenceControl definition & usage →
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Unique identifier for this message. Conditionally required when supporting SecurityStatusAck(35=ER) as response message.
InstrumentComponentRequired
Instrument definition & usage →
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InstrumentExtensionComponent—
InstrumentExtension definition & usage →
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FinancingDetailsComponent—
FinancingDetails definition & usage →
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UndInstrmtGrpRepeating groupCount tag 711—
UndInstrmtGrp definition & usage →
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InstrmtLegGrpRepeating groupCount tag 555—
InstrmtLegGrp definition & usage →
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RelatedInstrumentGrpRepeating groupCount tag 1647—
RelatedInstrumentGrp definition & usage →
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Indicates whether MarketID(1301) is the most liquid market for the given Instrument.
Business day that the state change applies to.
The type of environment can be defined with TradSesMode(339).
TradingServiceGrpRepeating groupCount tag 3134—
May be used to limit the status to specific services of the trading session.
TradingServiceGrp definition & usage →
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Set to 'Y' if message is sent as a result of a subscription request not a snapshot request
Can be used when SecurityTradingStatus(326)=2 (Trading Halt).
Can be used when HaltReason(327)=6 (Outage).
Used to relay changes in the book type
Used to relay changes in market depth.
Represents the last price for that security either on a consolidated or an individual participant basis at the time it is disseminated.
ClearingPriceParametersGrpRepeating groupCount tag 2580—
ClearingPriceParametersGrp definition & usage →
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Time of status information.
May be used to identify the time of the status change.
Represents the price of the first fill of the trading session.
Must be set if EncodedText(355) field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
PartiesRepeating groupCount tag 453—
May be used to identify impacted and reporting parties.
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TargetPartiesRepeating groupCount tag 1461—
May be used to identify parties that the receiver should forward the message to.
TargetParties definition & usage →
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StandardTrailerComponentRequired
StandardTrailer definition & usage →
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