SecurityStatus <f> message – FIX 5.0 SP2 – FIX Dictionary

FIX 5.0 SP2 : SecurityStatus <f> message

Description

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.

It is expected that the Security Status 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.

Security Status

Structure

Tag	Field Name	Req'd	Comments
Component Block - <StandardHeader>		Y	MsgType = f (lowercase)
324	SecurityStatusReqID	N
Component Block - <Instrument>		Y	Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Component Block - <InstrumentExtension>		N	Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
Component Block - <UndInstrmtGrp>		N	Number of underlyings
Component Block - <InstrmtLegGrp>		N	Required for multileg quotes
15	Currency	N
336	TradingSessionID	N
625	TradingSessionSubID	N
325	UnsolicitedIndicator	N	Set to 'Y' if message is sent as a result of a subscription request not a snapshot request
326	SecurityTradingStatus	N	Identifies the trading status applicable to the transaction.
291	FinancialStatus	N
292	CorporateAction	N
327	HaltReason	N	Denotes the reason for the Opening Delay or Trading Halt.
328	InViewOfCommon	N
329	DueToRelated	N
330	BuyVolume	N
331	SellVolume	N
332	HighPx	N
333	LowPx	N
31	LastPx	N	Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated.
60	TransactTime	N	Trade Dissemination Time
334	Adjustment	N
58	Text	N	Comment, instructions, or other identifying information.
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
1025	FirstPx	N	Represents the price of the first fill of the trading session.
1174	SecurityTradingEvent	N	Identifies an event related to the trading status
1021	MDBookType	N	Used to relay changes in the book type
264	MarketDepth	N	Used to relay changes in Market Depth.
1301	MarketID	N
1300	MarketSegmentID	N
Component Block - <ApplicationSequenceControl>		N
Component Block - <StandardTrailer>		Y

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