[This message was posted by Jim Northey of The LaSalle Technology Group <[EMAIL PROTECTED]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/7c9d2ac7 - PLEASE DO NOT REPLY BY MAIL.]
Mikael, The original idea was that for the first request SecurityRequestType[321]=0 - you are specifying a security by an identifier for which you want to retrieve additional identity and specifications. In the second case SecurityRequestType[321]=1 you are specifying properties of the security (or securities) you are looking for, but you don't necessarily have a specific identifier associated with that security. One of the original uses of this was to define multileg instruments within FIX that could then be identified by a singled identifier and trading using the New Order Single. There were two models of market support for multileg instruments at that time. Some markets required pre-defined multileg securities (such as a calendar spread for instance) and others allowed user defined (or custom / on demand) multileg securities. Some markets permitted both. The SecurityDefinitionRequest[321] in FIX.4.2 also was used to return a list of security types pr securities, so it had mulitple purposes in FIX.4.2. Values 0 and 1 are used for defining or identifying a new or existing security between counterparties. Value 3 indicated a request for a list of SecurityTypes Value 4 indicated a request for a list of securities In later versions of FIX - the functionality was split across multiple messages. I don't see an enumeration value of 4 - Symbol - which version of FIX are you referring? I did not see that in any of the FIXimates or in the FIX.4.2 or FIX.4.4 specifications themselves. Not sure if any of this background information helps at all. > Hi! > > I'm a little bit confused about the enum values of SecurityRequestType > (321) in SecurityDefinitionRequest. > > If I want to request a new security, what should I specifiy in the > SecurityRequestType? I would guess 0 or 1, but I can't see what the > difference is. > > - Request Security identity and specifications 1 - Request Security > identity for the specifications provided (name of the security is > not supplied) > > Just for curiosity, what does enum value '4 - Symbol' mean? Do I have > the symbol (and want to know the rest) or do I want to request the > symbol given some other value (e.g. SecurityID)? > > Regards Mikael [You can unsubscribe from this discussion group by sending a message to mailto:[EMAIL PROTECTED] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
