FIX 4.3 : Derivative Security List <AA> message

Structure | Related Messages


The Derivative Security List <AA> message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request <z>.


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


Related Messages