DerivativeSecurityListRequest (MsgType = z, FIXML = DerivSecListReq)

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:

0: Symbol (55)
1: SecurityType (167) and/or CFICode (461)
2: Product (460)
3: TradingSessionID (336)
4: All Securities

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	Subscribe or unsubscribe for security status to security specified in request.
559	SecurityListRequestType	@ListReqTyp	Y	Identifies the type/criteria of Security List Request
1301	MarketID	@MktID	N	Identifies the market
1300	MarketSegmentID	@MktSegID	N	Identifies the market segment
<UnderlyingInstrument>			N
<DerivativeInstrument>			N
762	SecuritySubType	@SubTyp	N	Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption. In the context of EU SFTR reporting use the appropriate 4-character code noted in the regulations - "GENE" for general collateral or "SPEC" for specific collateral (without quote marks).
15	Currency	@Ccy	N	Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible. For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s).
2897	CurrencyCodeSource	@CcySrc	N	Identifies class or source of the Currency(15) value.
58	Text	@Txt	N	Comment, instructions, or other identifying information.
354	EncodedTextLen	@EncTxtLen	C	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	@EncTxt	C	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding 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	Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
263	SubscriptionRequestType	@SubReqTyp	N	Subscribe or unsubscribe for security status to security specified in request.
<Standard Message Trailer>			Y

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