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