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FIX Adapter Reference

Security status

Overview

These examples show how TT FIX Adapter responds to a Security Status Request (e) message in the following scenarios:

  • Requesting a security status snapshot
  • Subscribing to status updates
  • When you specify an invalid exchange
  • Cancelling a status update subscription

Requesting a security status snapshot

In this conversation, a FIX client sends a Security Status Request (e) message to TT FIX Adapter requesting a status snapshot by setting Tag 263 (SubscriptionRequestType) to 0. It identifies the instrument by security ID, which uses Tags 48 (SecurityID), 55 (Symbol), and 207 (SecurityExchange).

Request:

8=FIX.4.2‡9=95‡35=e‡34=4‡49=REMOTE‡52=20120323-21:30:19‡ 56=TT_PRICE‡48=00A0IM00ZBZ‡55=ZB‡207=CBOT‡263=1‡324=3‡10=067‡

TT FIX Adapter responds with a Security Status (f) message with the current status of the security.

Response:

8=FIX.4.2‡9=00137‡35=f‡49=TT_PRICE‡56=REMOTE‡34=3‡ 52=20120323-21:30:19.934‡55=ZB‡48=00A0IM00ZBZ‡10455=ZBU2‡167=FUT207=CBOT‡15=USD‡324=3‡200=201209‡326=18‡10=143‡

Subscribing to status updates

In this conversation, a FIX client sends a Security Status Request (e) message to TT FIX Adapter subscribing for status updates by setting Tag 263 (SubscriptionRequestType) to 1. It identifies the instrument by security name.

Request:

8=FIX.4.2‡9=102‡35=e‡34=1256‡49=REMOTE‡52=20120323-15:22:22‡ 56=TT_PRICE‡55=ZB‡167=FUT‡200=201206‡207=CBOT‡263=1‡324=4‡10=096‡

TT FIX Adapter responds with a Security Status (f) message with the current status of the security. Additionally, as changes occur in the instrument, TT FIX Adapter sends subsequent Security Status (f) messages.

Response:

8=FIX.4.2‡9=00140‡35=f‡49=TT_PRICE‡56=REMOTE‡34=1771‡ 52=20120323-15:22:23.012‡55=ZB‡48=00A0FM00ZBZ‡10455=ZBM2‡167=FUT207=CBOT‡15=USD‡324=4‡200=201206‡326=17‡10=010‡

When you specify an invalid exchange

The following conversation shows the response when a FIX client sends a Security Status Request (e) message with an unsupported exchange in Tag 207 (SecurityExchange).

Request:

8=FIX.4.2‡9=95‡35=e‡34=4‡49=REMOTE‡52=20120323-21:30:19‡ 56=TT_PRICE‡48=00A0IM00ZBZ‡55=ZB‡207=XXX‡263=1‡324=3‡10=067‡

TT FIX Adapter responds with a Security Status (f) message with Tag 326 (SecurityTradingStatus) set to 19, which indicates the exchange does not trade the product.

Response:

8=FIX.4.2‡9=00099‡35=f‡49=TT_PRICE‡56=REMOTE‡34=2 ‡52=20120323-21:35:44.996‡324=3‡58=Unknown or missing market326=19‡10=152‡

Cancelling a status update subscription

In this conversation, a FIX client sends a Security Status Request (e) message to TT FIX Adapter to cancel status updates by setting Tag 263 (SubscriptionRequestType) to 2. TT FIX Adapter sends no response back to the FIX client.

Request:

8=FIX.4.2‡9=95‡35=e‡34=4‡49=REMOTE‡52=20120323-21:30:19‡ 56=TT_PRICE‡48=00A0IM00ZBZ‡55=ZB‡207=CBOT‡263=21‡324=3‡10=067‡

Response:

[No response sent]