The Security Definition Request message creates a User Defined Spread (UDS) instrument.
The → symbol indicates a repeating tag.
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.|
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.
Sequence number assigned to this message.
The max value is 999999999 which is 1 short of 1 billion.
For futures and options markets: represents Operator ID.
For fixed income markets: represents the Entering Trader.
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, including preceding and following spaces (“ “).
Type of Security Definition Request.
|5297||SendingTimeEpoch||uInt64||8||Y||Time when the message is sent. 64-bit integer expressing the number of nanoseconds since midnight January 1, 1970.|
Identifies specific type of UDS; valid values are COMBO, COVERED, and REPO.
|9537||Location||String5Req||5||Y||Text describing sender's location (i.e. geographic location and/or desk).|
|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.|
|541||MaturityDate||LocalMktDate||2||N||The expiration date of the series to use for the TM template.|
Max number of substitutions allowed. The value of 0 indicates that substitutions are not allowed.
Applicable for US Repos.
|5677||SourceRepoID||Int32NULL||4||N||Represents the source Repo instrument on which the new Repo should be modeled.|
UDS cannot exceed supported max number of legs.
Will be set to 0 for REPO
Identifies class or source of the tag 602-LegSecurityID.
|→566||LegPrice||PRICENULL9||8||N||Price of the futures contract as part of UDS Covered|
|→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.|
Delta used to calculate the quantity of futures used to cover the option or option strategy.
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 contracts 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.