---
title: "FIX 5.0 SP2 EP299: DerivativeSecurityList <AA> message – FIX Dictionary – Onix Solutions"
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# DerivativeSecurityList <AA> message

## FIX 5.0 SP2 EP299

### Description

 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:

1. Convey compreshensive set of option classes for all market segments in which these option classes participates in.
2. Convey the option classes' trading rules that differ from the default trading rules for the market segment.

 Derivative Security List

### Structure

| Tag | Field Name | Req'd | Comments |
| --- | --- | --- | --- |
| [Component Block - <StandardHeader>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_StandardHeader.html) | Y | [MsgType <35>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_35.html) = AA (2 A's) |  |
| [Component Block - <ApplicationSequenceControl>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_ApplicationSequenceControl.html) | N |  |  |
| 964 | [SecurityReportID](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_964.html) | N |  |
| 320 | [SecurityReqID](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_320.html) | N |  |
| 322 | [SecurityResponseID](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_322.html) | N | Identifier for the Derivative Security List message |
| 560 | [SecurityRequestResult](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_560.html) | N | Result of the Security Request identified by SecurityReqID |
| 1607 | [SecurityRejectReason](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_1607.html) | N | Used to specify a rejection reason when [SecurityResponseType <323>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_323.html) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). |
| 715 | [ClearingBusinessDate](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_715.html) | N |  |
| [Component Block - <UnderlyingInstrument>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_UnderlyingInstrument.html) | N | Underlying security for which derivatives are being returned |  |
| [Component Block - <DerivativeSecurityDefinition>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_DerivativeSecurityDefinition.html) | N | Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. |  |
| 779 | [LastUpdateTime](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_779.html) | N | Represents the time at which a security was last updated |
| 60 | [TransactTime](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_60.html) | N |  |
| 393 | [TotNoRelatedSym](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_393.html) | 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](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_893.html) | N | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. |
| [Component Block - <RelSymDerivSecGrp>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_RelSymDerivSecGrp.html) | N | Specifies the number of repeating symbols (instruments) specified |  |
| [Component Block - <StandardTrailer>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_StandardTrailer.html) | Y |  |  |

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