FIX 5.0 : DerivativeSecurityList <AA> message

Structure | Related Messages

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.

Derivative Security List

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = AA
320 SecurityReqID Y
322 SecurityResponseID Y Identifier for the Derivative Security List message
560 SecurityRequestResult Y Result of the Security Request identified by SecurityReqID
Component Block - <UnderlyingInstrument> N Underlying security for which derivatives are being returned
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
<MessageTrailer> Y