The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request.
Added in protocol FIX.4.3
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = AA (2 A’s) | Y | FIX.4.3 | |
| 320 | SecurityReqID | Y | FIX.4.3 | ||
| 322 | SecurityResponseID | Identifier for the Derivative Security List message | Y | FIX.4.3 | |
| 560 | SecurityRequestResult | Result of the Security Request identified by SecurityReqID | Y | FIX.4.3 | |
| Block | UnderlyingInstrument | Underlying security for which derivatives are being returned | FIX.4.3 | ||
| 393 | TotalNumSecurities | Used to indicate if the total number of securities being returned for this request. Used in the event that message fragmentation is required. | FIX.4.3 | ||
| 146 | NoRelatedSym | Specifies the number of repeating symbols (instruments) specified | FIX.4.3 | ||
| Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” of the requested Security |
FIX.4.3 | ||
| 15 | Currency | FIX.4.3 | |||
| 555 | NoLegs | Number of legs that make up the Security | FIX.4.3 | ||
| Block | InstrumentLeg | Insert here the set of “Instrument Legs” (leg symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” Required if NoLegs > 0 |
FIX.4.3 | ||
| 556 | LegCurrency | FIX.4.3 | |||
| 336 | TradingSessionID | FIX.4.3 | |||
| 625 | TradingSessionSubID | FIX.4.3 | |||
| 58 | Text | Comment, instructions, or other identifying information. | FIX.4.3 | ||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.3 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.3 | ||
| Block | StandardTrailer | Y | FIX.4.3 |