Security Definition  (MsgType = d)

The Security Definition (d) message is used for the following:

  1. Accept the security defined in a Security Definition (d) message.
  2. Accept the security defined in a Security Definition (d) message with changes to the definition and/or identity of the security.
  3. Reject the security requested in a Security Definition (d) message
  4. Return a list of Security Types
  5. Return a list of Securities

Tag Field Name Req'd Comments
<Standard Message Header> Y MsgType = d
320 SecurityReqID Y
322 SecurityResponseID Y Identifier for the Security Definition (d) message
323 SecurityResponseType N
393 TotalNumSecurities Y
55 Symbol N Symbol of the requested Security
65 SymbolSfx N Suffix of the Requested Security
48 SecurityID N Security ID of the requested Security
22 IDSource N Source of the Security ID
167 SecurityType N Must be specified if a Future or Option. If a Future: Symbol (55) , SecurityType (167) , and MaturityMonthYear (200) are required. If an Option: Symbol (55) , SecurityType (167) , MaturityMonthYear (200) , PutOrCall (201) , and StrikePrice (202) are required. Set to "?" if Security Definition Request (c) is looking for the Security Types
200 MaturityMonthYear C Specifiesthe month and year of maturity. Required if MaturityDay (205) is specified.
205 MaturityDay N Can be used in conjunction with MaturityMonthYear (200) to specify a particular maturity date.
201 PutOrCall C For Options.
202 StrikePrice C For Options.
206 OptAttribute N For Options.
231 ContractMultiplier N For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
223 CouponRate N For Fixed Income.
207 SecurityExchange N
106 Issuer N
348 EncodedIssuerLen C Must be set if EncodedIssuer (349) field is specified and must immediately precede it.
349 EncodedIssuer C Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field.
107 SecurityDesc N
350 EncodedSecurityDescLen C Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it.
351 EncodedSecurityDesc C Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field.
15 Currency N
336 TradingSessionID N
58 Text N Comment, instructions, or other identifying information.
354 EncodedTextLen C Must be set if EncodedText (355) field is specified and must immediately precede it.
355 EncodedText C Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
146 NoRelatedSym C Number of legs that make up the Security
=> 311 UnderlyingSymbol C Must be specified as the first field in the repeating group. Required if NoRelatedSym (146) > 0.
=> 312 UnderlyingSymbolSfx N
=> 309 UnderlyingSecurityID N
=> 305 UnderlyingIDSource N
=> 310 UnderlyingSecurityType N Must be specified if a Future or Option. If a Future: UnderlyingSymbol (311) , UnderlyingSecurityType (310) , and UnderlyingMaturityMonthYear (313) are required. If an Option: UnderlyingSymbol (311) , UnderlyingSecurityType (310) , UnderlyingMaturityMonthYear (313) , UnderlyingPutOrCall (315) , and UnderlyingStrikePrice (316) are required.
=> 313 UnderlyingMaturityMonthYear C Specifiesthe month and year of maturity. Required if UnderlyingMaturityDay (314) is specified.
=> 314 UnderlyingMaturityDay N Can be used in conjunction with UnderlyingMaturityMonthYear (313) to specify a particular maturity date.
=> 315 UnderlyingPutOrCall C For Options.
=> 316 UnderlyingStrikePrice C For Options.
=> 317 UnderlyingOptAttribute N For Options.
=> 436 UnderlyingContractMultiplier N For Fixed Income, Convertible Bonds, Derivatives, etc.
=> 435 UnderlyingCouponRate N
=> 308 UnderlyingSecurityExchange N Can be used to identify the security.
=> 306 UnderlyingIssuer N
=> 362 EncodedUnderlyingIssuerLen C Must be set if EncodedUnderlyingIssuer (363) field is specified and must immediately precede it.
=> 363 EncodedUnderlyingIssuer C Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field.
=> 307 UnderlyingSecurityDesc N
=> 364 EncodedUnderlyingSecurityDescLen C Must be set if EncodedUnderlyingSecurityDesc (365) field is specified and must immediately precede it.
=> 365 EncodedUnderlyingSecurityDesc C Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field.
=> 319 RatioQty N Quantity of particular leg in the Security
=> 54 Side N Indicates if this leg of the security is to be Bought or Sold as part of this complex security.
=> 318 UnderlyingCurrency N
<Standard Message Trailer> Y