| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = d (lowercase) | |||
| 964 | SecurityReportID | No | Identifier for Security Definition message | ||
| 715 | ClearingBusinessDate | No | |||
| 320 | SecurityReqID | No | |||
| 322 | SecurityResponseID | No | Identifier for the Security Definition message | ||
| 323 | SecurityResponseType | No | Response to the Security Definition Request | ||
| Instrument | No |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security | |||
| InstrumentExtension | No |
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" | |||
| UndInstrmtGrp | No |
Number of underlyings | |||
| 15 | Currency | No | |||
| 336 | TradingSessionID | No | |||
| 625 | TradingSessionSubID | No | |||
| 58 | Text | No |
Comment, instructions, or other identifying information. | ||
| 354 | EncodedTextLen | No |
Must be set if EncodedText field is specified and must immediately precede it. | ||
| 355 | EncodedText | No |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | ||
| InstrmtLegGrp | No |
Number of legs that make up the Security | |||
| > | 1017 | LegOptionRatio | No | 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 | No | Specifies the price of a Leg | |
| 827 | ExpirationCycle | No | |||
| 561 | RoundLot | No | |||
| 562 | MinTradeVol | No | |||
| StandardTrailer | Yes | ||||