This message is sent in response to an attempt to create a new security definition.
Bolded red text indicates support for EBS Market.
Sequence number assigned to this message.
The max value is 999999999 which is 1 short of 1 billion.
|39001||UUID||uInt64||8||Y||Matches Establish.UUID used to establish the connection.|
Reject reason details.
Used only for descriptive rejects.
|2714||FinancialInstrumentFullName||StringLength35||35||N||Long name of the instrument for TM Repo.|
For futures and options markets: represents Operator ID.
For EBS and fixed income markets: represents the Entering Trader. For EBS this value must be 3 characters.
This value represents the individual or team submitting the message and is subject to registration requirements and character limits as required by Rule 576 and the Advisory below:
In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact.
|55||Symbol||String20||20||N||Instrument Short Name for TM Repo.|
The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.
For pre-registered messages:
For on-demand messages:
|320||SecurityReqID||uInt64||8||Y||Unique ID of a Security Definition Request.|
|322||SecurityResponseID||uInt64||8||Y||Unique ID of a Security Definition message.|
|5297||SendingTimeEpoch||uInt64||8||Y||Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970.|
Note: For UDS for Futures, only returned in UDS acknowledgments (tag 323-SecurityResponseType=2). It is not returned in rejects (323-SecurityResponseType=5)
ISO identifier of the physical location of the individual or team head trader identified by the tag 5392 (SenderID) in the message.
The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).
The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).
For valid values, refer to ftp.cmegroup.com/fix/coo.
Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.
Note: this field is optional for EBS Market and eFIX Matching Service instruments.
|N||Identifier of the UDS/UDI.|
|N||Identifies currency used for price.|
|Y||Always 4=ISIN number|
Identifies class or source of the tag 48-SecurityID value.
Instrument expiration; earliest leg maturity in the options strategy.
Format YYYYMM (i.e. 200912)
For daily products, this tag contains the full calendar date as reflected in the instrument symbol. Format YYYYMMDD (e.g. 20191205).
For weekly options products, this tag contains the calendar month and week indicator reflected in the instrument symbol. Format YYYYMMwW (e.g., for the 4th week contracts, 201912W4).
Not currently being used.
|916||StartDate||LocalMktDate||2||N||Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral.|
|917||EndDate||LocalMktDate||2||N||End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral.|
|37715||MaxNoOfSubstitutions||uInt8NULL||1||N||Max number of substitutions allowed. '0 ' indicates that substitutions are not allowed.|
|5677||SourceRepoID||Int32NULL||4||N||Represents the source repo instrument on which the new tailor made repo should be modeled on|
|788||TerminationType||String8||8||N||Represents the term code|
|323||SecurityResponseType||SecRspTyp||1||Y||Type of response.|
Identifies user-defined instruments
For tag 827-ExpirationCycle=2, instrument expires as indicated in market data Security Definition (tag 35-MsgType=d) repeating block:
Indicates if the message was initially received manually.
'0' indicates the message was generated by automated trading logic.
iLink messages containing a value other than '0' or '1' in this tag will be rejected.
This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.
Indicates if a message was delayed as a result of:
If absent, the message was not delayed and was neither split nor received out of order.
Boolean flag (0/1) to automatically send a quote request message following the Security Definition (35=d) message.
Flags message as possible retransmission or duplicate
Indicates if message is an original transmission or duplicate in response to Retransmission Request or possible duplicate
Used when original messages are interleaved with Retransmission responses
Possible duplicate means the same message may have been sent again with different sequence number
|555||NoLegs||groupSize||3||Y||Up to 26 legs (i.e., repeating groups) supported for UDS for options. Up to 40 legs (i.e., repeating groups) supported for UDS for futures.|
|→566||LegPrice||PRICENULL9||8||N||Price of the futures contract as part of UDS Covered.|
Delta used to calculate the quantity of futures used to cover the option or option strategy.
Identifies class or source of the tag 602-LegSecurityID value.
|→602||LegSecurityID||Int32||4||Y||ISIN code, this is the primary tag used to identify the contract and it must be populated with the corresponding tag 48-SecurityID value from the market data 35=d Security Definition message.|
For Covereds, must be present for option repeating group and must = 1 (buy).
For Covereds, must be present for future repeating group as well.
For Combos, the first instrument in the repeating group must = 1 (buy).
All UDS contract are defined from the buy side perspective (i.e. buying the spread).
Specifies ratio for the instrument defined in this repeating group.
Required for any UDS options leg.
Optional for Covereds leg.