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The Derivative Security List Request (x) 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] field on the message.
SecurityListRequestType (559) specifies the criteria of the request:
Derivative SecurityListRequest may also be used to:
1. Request for option classes for a given market segment.
2. Allows a request all derivative securities to be made independent of Market Segment. The option classes may carry all relevant Market Segments and their corresponding trading rules.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = z | |||||
| 320 | SecurityReqID | @ReqID | Y | ||||
| 559 | SecurityListRequestType | @ListReqTyp | Y | ||||
| 1301 | MarketID | @MktID | N | ||||
| 1300 | MarketSegmentID | @MktSegID | N | ||||
| <UnderlyingInstrument> | N | Specifies the underlying instrument | |||||
| <DerivativeInstrument> | N | Group block which contains all information for an option family. | |||||
| 762 | SecuritySubType | @SubTyp | N | ||||
| 15 | Currency | @Ccy | N | ||||
| 58 | Text | @Txt | N | Comment, instructions, or other identifying information. | |||
| 354 | EncodedTextLen | @EncTxtLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | |||
| 355 | EncodedText | @EncTxt | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | |||
| 336 | TradingSessionID | @SesID | 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 | @SesSub | N | ||||
| 263 | SubscriptionRequestType | @SubReqTyp | N | Subscribe or unsubscribe for security status to security specified in request. | |||
| <Standard Message Trailer> | Y | ||||||
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