Derivative Security List (MsgType = AA, FIXML = DerivSecList)

The Derivative Security List (y) message is used to return a list of securities that matches the criteria specified in a Derivative Security List (y) Request.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = AA
320 SecurityReqID @ReqID Y
322 SecurityResponseID @RspID Y Identifier for the Derivative Security List (y) message
560 SecurityRequestResult @ReqRslt Y Result of the Security Request identified by SecurityReqID
<UnderlyingInstrument> N Underlying security for which derivatives are being returned
393 TotNoRelatedSym @TotNoReltdSym N Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
893 LastFragment @LastFragment N Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
146 NoRelatedSym RelSym N Specifies the number of repeating symbols (instruments) specified
=> <Instrument> C Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" of the requested Security
=> 15 Currency @Ccy N
=> 827 ExpirationCycle @ExpirationCycle N
=> <InstrumentExtension> N Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages".
=> 555 NoLegs Leg N Number of legs Identifies a Multi-leg Execution if present and non-zero.
=> => <InstrumentLeg> C Must be provided if Number of legs > 0
=> 336 TradingSessionID @SesID N
=> 625 TradingSessionSubID @SesSub 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.
<Standard Message Trailer> Y