security defination response query

Imported from previous forum

hi…

i hv a query… on security def response ( msg type = d)

i want to sent multiple security def ( script and token and instrumenttype etc) in a single security response.

can i send multiple tag 48 and 55 in a single packet ?

regards…

sourav

No

Regards
Sunil

No

Regards Sunil

hi,

as mentioned earlier In fix 4.2 with messagetype tag 35=d ( ie security defination response ) i need to send multiple security defination response in single response. i hope u got my requirement.

  1. can i send multiple security in sigle message ?
  2. is it that i cant send multiple tag 48 sigle message with 35=d ?
  3. what is the alternate solution ?

You want to send just 2 security defnition( like IBM,YHOO) or you want to send Cusip and Symbol for the same security or you want to send 2 orders in one (35=D) message like 1000 Buy IBM, and 2000 SELL YHOO…

please clarify and i have solution for both
Neeraj Kumar

No

Regards Sunil

hi,

as mentioned earlier In fix 4.2 with messagetype tag 35=d ( ie security
defination response ) i need to send multiple security defination
response in single response. i hope u got my requirement.

  1. can i send multiple security in sigle message ?
  2. is it that i cant send multiple tag 48 sigle message with 35=d ?
  3. what is the alternate solution ?

No

Regards Sunil

hi,

as mentioned earlier In fix 4.2 with messagetype tag 35=d ( ie security
defination response ) i need to send multiple security defination
response in single response. i hope u got my requirement.

  1. can i send multiple security in sigle message ?
  2. is it that i cant send multiple tag 48 sigle message with 35=d ?
  3. what is the alternate solution ?

Sourav,

  1. You can send multiple Security details in one message as long as you get an agreement from your counter-party about the way you take.
  2. No you can’t send multiple tag 48 in a single message (MsgType=d)
  3. What you can do (given 1 above) is to use the repeating block and sepcify Tag 393 (TotalNumSecurities) and Tag 146 (NoRelatedSYm) as the number of details you are sending across and the specify the values in the Underlying-fields like Tag 309 for Security ID)

Look at the FIX 4.2 specification document for more details.

If this doesn’t work with your counterparty, the way forward would be to send x messages in response to the single request such that each message has some indicator to indicate the id of the response. You can use Tag 393 for the total number you will send across and then have a running number in one of the allowed fields to indicate the number of the response that you are sending back.

Vikash