FIX Message SecurityDefinitionRequest

 GF API Documentation

MsgType: c

Request a symbol of spread by leg specification
Fields

Name

Type

Number

Required

Valid values

Description

Account

STRING

1

No

 Orders submitted via the FIX interface must be placed to a valid OEC account

SecurityReqID

STRING

320

Yes

SecurityRequestType

INT

321

Yes

1 - REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED

SubscriptionRequestType

CHAR

263

No

0 - SNAPSHOT

1 - SNAPSHOTUPDATE

2 - UNSUBSCRIBE

U - UPDATES_ONLY

 Only SNAPSHOT(0) supported.

SecuritySubType

STRING

762

Yes

 Specifies spread type. Acceptable values: Generic, PerformanceIndexBasket, NonPerformanceIndexBasket, Straddle, Strangle, FutureTimeSpread, OptionTimeSpread, PriceSpread, SyntheticUnderlying, StraddleTimeSpread, RatioSpread, RatioFutureTimeSpread, RatioOptionTimeSpread, PutCallSpread, RatioPutCallSpread, Ladder, Box, Butterfly, Condor, IronButterfly, DiagonalSpread, RatioDiagonalSpread, StraddleDiagonalSpread, ConversionReversal, CoveredOption, CurrencyFutureSpread, RateFutureSpread, IndexFutureSpread, FutureButterfly, FutureCondor, Strip, Pack, Bundle, BondDeliverableBasket, StockBasket, PriceSpreadVsOption, StraddleVsOption, BondSpread, ExchangeSpread, FuturePackSpread, FuturePackButterfly, WholeSale, CommoditySpread, JellyRoll, IronCondor, OptionsStrip, ContingentOrders, InterproductSpread, PseudoStraddle, TailorMade, FuturesGeneric, OptionsGeneric, BasisTrade, FutureTimeSpreadReducedTickSize, ButterflyCallLong, ButterflyCallShort, ButterflyPutLong, ButterflyPutShort, IronButterflyLong, IronButterflyShort, Calendar, CalendarCall, CalendarPut, DiagonalCalendarSpread, DiagonalCalendarSpreadCall, DiagonalCalendarSpreadPut, RatioSpreadCall, RatioSpreadPut, StraddleCalendarSpread, StraddleLong, StraddleShort, StrangleLong, StrangleShort, BearSpread, BearCallSpread, BearPutSpread, SyntheticUnderlyingLong, SyntheticUnderlyingShort, FutureDoubleButterfly, FutureReverseSpread, DiagonalBullSpread, DiagonalBearSpread, Synthetic, SyntheticLong, SyntheticSplit, BullVertical,BearVertical. Not all of them supported at this time. Please contact OEC Customer Service for more details.

CFICode

STRING

461

Yes

 Supported values:
Futures: FXXXXS
Spreads: FMXXXN
Options: OCXFXS, OPXFXS, OCXFXN, OPXFXN

NoLegs

GROUP

555

Yes

->InstrumentLeg

COMPONENT

Yes

Text

STRING

58

No

Remarks
OEC dialect of NewOrderSingle(D) and NewOrderList(E) allows to place orders with spread symbols just by populating a full OEC spread symbol in Symbol(55) field. If client application knows its leg specification, this request can be used to get to know required spread symbol.
SecurityListRequest(x) is an alternative to this approach.
See Also

Other Resources

SecurityDefinition(d)
SecurityListRequest(x)