FIX 5.0 : DerivativeSecurityListRequest <z> message

Structure | Related Messages

Description

The Derivative Security List Request 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

Derivative Security List Request

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = z
320 SecurityReqID Y
559 SecurityListRequestType Y
Component Block - <UnderlyingInstrument> N Specifies the underlying instrument
762 SecuritySubType N
15 Currency N
58 Text N Comment, instructions, or other identifying information.
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding 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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