SecurityList with Subscription

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1

Imported from previous forum

2

In the SecurityListRequest message the user can specify the SubscriptionRequestType.

If the SubscriptionRequestType == 2 (disable previous / unsubscribe), is the SecurityReqID in that case a new SecurityReqID or is it the SecurityReqID associated with the original subscription request? And if it is not the SecurityReqID associated with the original request, how is the original request specified? Thanks in advance!

3

The comment field of SecurityReqID is not explicit but you can look at market data where the concept of subscriptions originated. The comment field of MDReqID (262) within the MarketDataRequest message says:

“Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).”

I suggest to follow this principle. SecurityListID could theoretically be an alternate reference but it is optional and refers to the entity and not to the request, i.e. you could have multiple requests referring to different subsets (defined by SecurityListRequestType and related filtering fields) of the same, named security list.

Regards,
Hanno.

In the SecurityListRequest message the user can specify the SubscriptionRequestType.

If the SubscriptionRequestType == 2 (disable previous / unsubscribe), is the SecurityReqID in that case a new SecurityReqID or is it the SecurityReqID associated with the original subscription request? And if it is not the SecurityReqID associated with the original request, how is the original request specified? Thanks in advance!

4

Thanks Hanno,

One more question on this same subject. What is the appropriate response if I receive a SecurityListRequest (or a SecurityStatusRequest or any other type of subscription-based request) with a SubscriptionRequestType of 2 (Unsubscribe), but I don’t recognize the RequestID?

The comment field of SecurityReqID is not explicit but you can look at market data where the concept of subscriptions originated. The comment field of MDReqID (262) within the MarketDataRequest message says:

“Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2).”

I suggest to follow this principle. SecurityListID could theoretically be an alternate reference but it is optional and refers to the entity and not to the request, i.e. you could have multiple requests referring to different subsets (defined by SecurityListRequestType and related filtering fields) of the same, named security list.

Regards,
Hanno.

In the SecurityListRequest message the user can specify the SubscriptionRequestType.

If the SubscriptionRequestType == 2 (disable previous / unsubscribe), is the SecurityReqID in that case a new SecurityReqID or is it the SecurityReqID associated with the original subscription request? And if it is not the SecurityReqID associated with the original request, how is the original request specified? Thanks in advance!

5

SecuriryList message with

320 SecurityRequestID =
560 SecurityRequestResult = 1 = Invalid request
1607 SecurityRejectReason = 100 = Unknown request ID

Tag 1607 allows user-defined values as of 100.

Thanks Hanno,

One more question on this same subject. What is the appropriate response if I receive a SecurityListRequest (or a SecurityStatusRequest or any other type of subscription-based request) with a SubscriptionRequestType of 2 (Unsubscribe), but I don’t recognize the RequestID?

6

For SecurityStatusRequest I am thinking we can use SecurityTradingStatus (326) = 20-Unknown or Invalid

Cheers,
Hiran

SecuriryList message with

320 SecurityRequestID =
560 SecurityRequestResult = 1 = Invalid request
1607 SecurityRejectReason = 100 = Unknown request ID

Tag 1607 allows user-defined values as of 100.

Thanks Hanno,

One more question on this same subject. What is the appropriate response if I receive a SecurityListRequest (or a SecurityStatusRequest or any other type of subscription-based request) with a SubscriptionRequestType of 2 (Unsubscribe), but I don’t recognize the RequestID?

7

SecurityTradingStatus (326)is not part of the SecurityStatusRequest which is intended to get the status for one or more instruments and not to get all instruments for a given status.

For SecurityStatusRequest I am thinking we can use SecurityTradingStatus (326) = 20-Unknown or Invalid

Cheers,
Hiran

SecuriryList message with

320 SecurityRequestID =
560 SecurityRequestResult = 1 = Invalid request
1607 SecurityRejectReason = 100 = Unknown request ID

Tag 1607 allows user-defined values as of 100.

Thanks Hanno,

One more question on this same subject. What is the appropriate response if I receive a SecurityListRequest (or a SecurityStatusRequest or any other type of subscription-based request) with a SubscriptionRequestType of 2 (Unsubscribe), but I don’t recognize the RequestID?