SecurityDefinition <d> message – FIX 5.0 – FIX Dictionary

FIX 5.0 : SecurityDefinition <d> message

The Security Definition message is used for the following:

1. Accept the security defined in a Security Definition message.

2. Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security.

3. Reject <3> the security requested in a Security Definition message

Security Definition

Tag		Field Name	Req'd	Comments
<MessageHeader>			Y	MsgType <35> = d
320		SecurityReqID	N
322		SecurityResponseID	N	Identifier for the Security Definition message
323		SecurityResponseType	N	Response to the Security Definition Request
Component Block - <Instrument>			N	Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security
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
15		Currency	N
336		TradingSessionID	N
625		TradingSessionSubID	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.
Component Block - <InstrmtLegGrp>			N	Number of legs that make up the Security
=>	1017	LegOptionRatio	N
=>	566	LegPrice	N
827		ExpirationCycle	N
561		RoundLot	N
562		MinTradeVol	N
964		SecurityReportID	N	Identifier for Security Definition message
=>	1017	LegOptionRatio	N	LegOptionRatio is provided on Covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta LegOptionRatio is multiplied by LegOptionRatio and OrderQty to determine the covering quantity
=>	566	LegPrice	N	Specifies the price of a Leg
<MessageTrailer>			Y