| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = AA
|
| 320 |
SecurityReqID |
Y |
|
| 322 |
SecurityResponseID |
Y |
Identifier for the Derivative Security List <AA> message
|
| 560 |
SecurityRequestResult |
Y |
Result of the Security Request identified by SecurityReqID <320>
|
|
Component Block - <UnderlyingInstrument> |
N |
Underlying security for which derivatives are being returned
|
| 393 |
TotalNumSecurities |
N |
Used to indicate if the total number of securities being returned for this request. Used in the event that message fragmentation
is required.
|
| 146 |
NoRelatedSym |
N |
Specifies the number of repeating symbols (instruments) specified
|
| => |
Component Block - <Instrument> |
N |
Insert here the set of "<Instrument>" (symbology) fields of the requested Security
|
| => |
15 |
Currency |
N |
|
| => |
555 |
NoLegs |
N |
Number of legs that make up the Security
|
| => |
=> |
Component Block - <InstrumentLeg> |
N |
Insert here the set of "<InstrumentLeg>" (leg symbology) fields
Required if NoLegs <555> > 0
|
| => |
=> |
556 |
LegCurrency |
N |
|
| => |
336 |
TradingSessionID |
N |
|
| => |
625 |
TradingSessionSubID |
N |
|
| => |
58 |
Text |
N |
Comment, instructions, or other identifying information.
|
| => |
354 |
EncodedTextLen |
N |
Must be set if EncodedText <355> field is specified and must immediately precede it.
|
| => |
355 |
EncodedText |
N |
Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.
|
| <MessageTrailer> |
Y |
|
