SecurityTypes (MsgType=w) and SecurityTypeRequest (MsgType=v) question

, ,
1

Imported from previous forum

2

Security types scenario:

  1. Request: SecurityTypeRequest (MsgType=v)
  2. Response/s: SecurityTypes (MsgType=w)

SecurityTypeRequest doesn’t have SubscriptionRequestType [263] field - should have?
SecurityTypes does have SubscriptionRequestType [263] field - should not have?

3

msg 35=v is for market data request and 35=w for market data response
tag 263 in security list request (35=x) is not mandatory .but implementation of 263 to default to 0(snapshot) or 1(snapshot+update) depends on the implementors requirement .
If 263 is not made mandatory and made it to default to 0 would lead the clients to miss if any intraday security being added and would force the requestor to send a new security list request (35=x)

But its good to default to 1 and send update to requestor when any new security is added

Else make 263 as mandatory with valid value as 0 and 1

4

Israel, are you referring to uppercase V (MarketDataRequest)and W (MareketDataSnapshotFullRefresh)? Andrzej was asking about lowercase v and w.

5

Andrzej,
Are there requirements to send updates for the security types?
i.e. do they change during the FIX session?

If so, are you happy to provide some more color: i.e. which industry / market? How often security types changes? etc.

6

Security types doesn’t change intra-day at the moment.

I’m just curious if it’s a typo that should be fixed soon or it’s intended behavior I miss reason form?

7

Andrzej,
I assume that this is intended behavior. We never saw any requirements to subscribe for security types. Hence it has never been suggested / implemented / added to the standards.

The standards should reflect ( real ) existing workflows.