DerivativeSecurityList <AA> message – FIX 5.0 SP2 – FIX Dictionary
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