FIX 4.4 : Security List Request <x> message

Structure | Related Messages

Description

The Security List Request <x> message is used to return a list of securities from the counterparty that match criteria provided on the request

Subscription for security status can be optionally specified by including the SubscriptionRequestType <263>[263] field on the message.

SecurityListRequestType <559>[559] specifies the criteria of the request:

0 Symbol <55>
1 SecurityType <167> and/or CFICode <461>
2 Product <460>
3 TradingSessionID <336>
4 All Securities

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = x
320 SecurityReqID Y
559 SecurityListRequestType Y

Type of Security List Request <x> being made

Component Block - <Instrument> N

Insert here the set of "<Instrument>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

of the requested Security

Component Block - <InstrumentExtension> N

Insert here the set of "<InstrumentExtension>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Component Block - <FinancingDetails> N

Insert here the set of "<FinancingDetails>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

711 NoUnderlyings N

Number of underlyings

=> Component Block - <UnderlyingInstrument> N

Must be provided if Number of underlyings > 0

555 NoLegs N

Number of legs that make up the Security

=> Component Block - <InstrumentLeg> N

Insert here the set of "<InstrumentLeg>" (leg symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Required if NoLegs <555> > 0

15 Currency 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.

336 TradingSessionID N

Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.

625 TradingSessionSubID N
263 SubscriptionRequestType N

Subscribe or unsubscribe for security status to security specified in request.

<MessageTrailer> Y

 

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