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.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, 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 | |
| Block | ApplicationSequenceControl | FIX.5.0 | |||
| 964 | SecurityReportID | FIX.5.0SP1 (76) | |||
| 320 | SecurityReqID | FIX.4.3 | |||
| 322 | SecurityResponseID | Identifier for the Derivative Security List message | FIX.4.3 | ||
| 560 | SecurityRequestResult | Result of the Security Request identified by SecurityReqID | FIX.4.3 | ||
| 715 | ClearingBusinessDate | FIX.5.0SP1 (76) | |||
| Block | UnderlyingInstrument | Underlying security for which derivatives are being returned | FIX.4.3 | ||
| ImplicitBlock | DerivativeSecurityDefinition | Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. | FIX.5.0 | ||
| 60 | TransactTime | FIX.5.0SP1 (94) | |||
| 393 | TotNoRelatedSym | Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. | FIX.4.3 | ||
| 893 | LastFragment | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. | FIX.4.4 | ||
| ImplicitBlockRepeating | RelSymDerivSecGrp | Specifies the number of repeating symbols (instruments) specified | FIX.4.4 | ||
| Block | StandardTrailer | Y | FIX.4.3 |