Security Definition Message Fields

This message is a response to a Security Definition Request message where the Security Definition Request message is accepted or rejected.

Table 1. Security Definition Message Fields
TagField NameDescription
35Standard Message HeaderMsgType= d
11ClOrdIDClOrdID from the Security Definition Request message request.
167SecurityTypeCopied from Security Definition Request.
1AccountCopied from Security Definition Request.
55SymbolCboe Symbol ID of created instrument.
323SecurityResponseType
  • 1=Accept As-Is (legs were not modified)
  • 2=Accept With Revisions (legs were modified)
  • 5=Reject Security Proposal
  • ‘Accept As-Is’ only applies if the input legs matches exactly the complex security definition. Any re-ordering of legs, reduction of ratios, or other changes will result in a value of ‘Accept with Revisions’.
  • 555
  • Repeating Group
NoLegsCopied from Security Definition Request message. Note ordering of legs may be different if SecurityResponseType (323) = 2.
➔654LegRefIDCopied from Security Definition Request.
➔600LegSymbolCopied from Security Definition Request.
➔608LegCFICodeCopied from Security Definition Request.
➔611LegMaturityDateCopied from Security Definition Request.
➔612LegStrikePriceCopied from Security Definition Request.
➔623LegRatioQtyCopied from Security Definition Request. Note ratio may be reduced if SecurityResponseType (323) = 2.
➔624LegSideCopied from Security Definition Request.
8641NoOfSecuritiesNumber of complex strategies created by sender for this OSI Root.
58TextFree form text message.
Standard Message Trailer
Cboe Titanium U.S. Options FIX Specification - Security Definition Message Fields | Cboe