The Derivative Security List (y) message is used to return a list of securities that matches thecriteria specified in a Derivative Security List (y) Request.
The Derivative Security List message is used to send a predefined list of securities (usually options) based on a common underlying and option class.It can also be used to send the rules for security creation (usually options) which imply the existence of a set of securities.Other uses of this message may include:
1. Convey compreshensive set of option classes for all market segments in which these option classes participates in.
2. Convey the option classes' trading rules that differ from the default trading rules for the market segment.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AA | |||||
| <ApplicationSequenceControl> | N | ||||||
| 964 | SecurityReportID | @RptID | N |
Identifies a Security List message. |
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| 320 | SecurityReqID | @ReqID | N |
Unique ID of a Security Definition Request. |
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| 322 | SecurityResponseID | @RspID | N |
Identifier for the Derivative Security List message |
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| 560 | SecurityRequestResult | @ReqRslt | N |
Result of the Security Request identified by SecurityReqID |
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| 1607 | SecurityRejectReason | @SecRejRsn | N |
Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). |
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| 715 | ClearingBusinessDate | @BizDt | N |
The business date for which the trade is expected to be cleared. |
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| <UnderlyingInstrument> | N | ||||||
| <DerivativeSecurityDefinition> | N | ||||||
| 779 | LastUpdateTime | @LastUpdateTm | N |
Represents the time at which a security was last updated |
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| 60 | TransactTime | @TxnTm | N |
Timestamp when the business transaction represented by the message occurred. |
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| 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. |
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| 893 | LastFragment | @LastFragment | N |
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. |
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| <RelSymDerivSecGrp> | N |
Specifies the number of repeating symbols (instruments) specified |
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| <Standard Message Trailer> | Y | ||||||
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