The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request.
The Derivative Security List message is used to send a predefined list of securities (usually options) based on a common underlying and option class. It can also be used to send the rules for security creation (usually options) which imply the existence of a set of securities.
Other uses of this message may include:
- Convey compreshensive set of option classes for all market segments in which these option classes participates in.
- Convey the option classes' trading rules that differ from the default trading rules for the market segment.
Derivative Security List
|Component Block - <StandardHeader>||Y||MsgType = AA (2 A's)|
|Component Block - <ApplicationSequenceControl>||N|
|322||SecurityResponseID||N||Identifier for the Derivative Security List message|
|560||SecurityRequestResult||N||Result of the Security Request identified by SecurityReqID|
Used to specify a rejection reason when SecurityResponseType <323> is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported).
|Component Block - <UnderlyingInstrument>||N||Underlying security for which derivatives are being returned|
|Component Block - <DerivativeSecurityDefinition>||N||Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block.|
Represents the time at which a security was last updated
|393||TotNoRelatedSym||N||Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.|
|893||LastFragment||N||Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.|
|Component Block - <RelSymDerivSecGrp>||N||Specifies the number of repeating symbols (instruments) specified|
|Component Block - <StandardTrailer>||Y|