DerivativeSecurityListRequest

← DerivativeSecurityList→ DontKnowTrade
MsgTypez
CategorySecurityAndTradingSessionDefinitionOrStatus
SectionPreTrade
AddedFIX.4.3
Fields94
Components6
The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request

Message Structure

94 fields, 6 components/groups — click any tag or field name for details
TagNameTypeReq DescriptionAdded
StandardHeader [Component]YMsgType = z (lowercase Z)FIX.4.3
8BeginStringStringYFIX.4.4 (Always unencrypted, must be first field in message)FIX.4.0
9BodyLengthLengthY(Always unencrypted, must be second field in message)FIX.4.0
35MsgTypeStringY(Always unencrypted, must be third field in message)
93 enum values
ValueNameDescription
0HeartbeatHeartbeat
1TestRequestTest Request
2ResendRequestResend Request
3RejectReject
4SequenceResetSequence Reset
5LogoutLogout
6IOIIndication of Interest
7AdvertisementAdvertisement
8ExecutionReportExecution Report
9OrderCancelRejectOrder Cancel Reject
ALogonLogon
BNewsNews
CEmailEmail
DNewOrderSingleOrder – Single
ENewOrderListOrder – List
FOrderCancelRequestOrder Cancel Request
GOrderCancelReplaceRequestOrder Cancel/Replace Request
HOrderStatusRequestOrder Status Request
JAllocationInstructionAllocation Instruction
KListCancelRequestList Cancel Request
LListExecuteList Execute
MListStatusRequestList Status Request
NListStatusList Status
PAllocationInstructionAckAllocation Instruction Ack
QDontKnowTradeDon’t Know Trade (DK)
RQuoteRequestQuote Request
SQuoteQuote
TSettlementInstructionsSettlement Instructions
VMarketDataRequestMarket Data Request
WMarketDataSnapshotFullRefreshMarket Data-Snapshot/Full Refresh
XMarketDataIncrementalRefreshMarket Data-Incremental Refresh
YMarketDataRequestRejectMarket Data Request Reject
ZQuoteCancelQuote Cancel
aQuoteStatusRequestQuote Status Request
bMassQuoteAcknowledgementMass Quote Acknowledgement
cSecurityDefinitionRequestSecurity Definition Request
dSecurityDefinitionSecurity Definition
eSecurityStatusRequestSecurity Status Request
fSecurityStatusSecurity Status
gTradingSessionStatusRequestTrading Session Status Request
hTradingSessionStatusTrading Session Status
iMassQuoteMass Quote
jBusinessMessageRejectBusiness Message Reject
kBidRequestBid Request
lBidResponseBid Response (lowercase L)
mListStrikePriceList Strike Price
nXMLNonFIXXML message (e.g. non-FIX MsgType)
oRegistrationInstructionsRegistration Instructions
pRegistrationInstructionsResponseRegistration Instructions Response
qOrderMassCancelRequestOrder Mass Cancel Request
rOrderMassCancelReportOrder Mass Cancel Report
sNewOrderCrossNew Order - Cross
tCrossOrderCancelReplaceRequestCross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
uCrossOrderCancelRequestCross Order Cancel Request
vSecurityTypeRequestSecurity Type Request
wSecurityTypesSecurity Types
xSecurityListRequestSecurity List Request
ySecurityListSecurity List
zDerivativeSecurityListRequestDerivative Security List Request
AADerivativeSecurityListDerivative Security List
ABNewOrderMultilegNew Order - Multileg
ACMultilegOrderCancelReplaceMultileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)
ADTradeCaptureReportRequestTrade Capture Report Request
AETradeCaptureReportTrade Capture Report
AFOrderMassStatusRequestOrder Mass Status Request
AGQuoteRequestRejectQuote Request Reject
AHRFQRequestRFQ Request
AIQuoteStatusReportQuote Status Report
AJQuoteResponseQuote Response
AKConfirmationConfirmation
ALPositionMaintenanceRequestPosition Maintenance Request
AMPositionMaintenanceReportPosition Maintenance Report
ANRequestForPositionsRequest For Positions
AORequestForPositionsAckRequest For Positions Ack
APPositionReportPosition Report
AQTradeCaptureReportRequestAckTrade Capture Report Request Ack
ARTradeCaptureReportAckTrade Capture Report Ack
ASAllocationReportAllocation Report (aka Allocation Claim)
ATAllocationReportAckAllocation Report Ack (aka Allocation Claim Ack)
AUConfirmationAckConfirmation Ack (aka Affirmation)
AVSettlementInstructionRequestSettlement Instruction Request
AWAssignmentReportAssignment Report
AXCollateralRequestCollateral Request
AYCollateralAssignmentCollateral Assignment
AZCollateralResponseCollateral Response
BACollateralReportCollateral Report
BBCollateralInquiryCollateral Inquiry
BCNetworkCounterpartySystemStatusRequestNetwork (Counterparty System) Status Request
BDNetworkCounterpartySystemStatusResponseNetwork (Counterparty System) Status Response
BEUserRequestUser Request
BFUserResponseUser Response
BGCollateralInquiryAckCollateral Inquiry Ack
BHConfirmationRequestConfirmation Request
FIX.4.0
49SenderCompIDStringY(Always unencrypted)FIX.4.0
56TargetCompIDStringY(Always unencrypted)FIX.4.0
115OnBehalfOfCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
128DeliverToCompIDStringNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
90SecureDataLenLengthNRequired to identify length of encrypted section of message. (Always unencrypted)FIX.4.0
91SecureDatadataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.FIX.4.0
34MsgSeqNumSeqNumY(Can be embedded within encrypted data section.)FIX.4.0
50SenderSubIDStringN(Can be embedded within encrypted data section.)FIX.4.0
142SenderLocationIDStringNSender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
57TargetSubIDStringN"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)FIX.4.0
143TargetLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)FIX.4.1
116OnBehalfOfSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
144OnBehalfOfLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.1
129DeliverToSubIDStringNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
145DeliverToLocationIDStringNTrading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.1
43PossDupFlagBooleanNAlways required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
2 enum values
ValueNameDescription
YPossibleDuplicatePossible duplicate
NOriginalTransmissionOriginal transmission
FIX.4.0
97PossResendBooleanNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
2 enum values
ValueNameDescription
YPossibleResendPossible resend
NOriginalTransmissionOriginal transmission
FIX.4.0
52SendingTimeUTCTimestampY(Can be embedded within encrypted data section.)FIX.4.0
122OrigSendingTimeUTCTimestampNRequired for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)FIX.4.0
212XmlDataLenLengthNRequired when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)FIX.4.2
213XmlDatadataNCan contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML SupportFIX.4.2
347MessageEncodingStringNType of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
4 enum values
ValueNameDescription
ISO-2022-JPISO2022JPJIS
EUC-JPEUCJPEUC
Shift_JISShiftJISfor using SJIS
UTF-8UTF8Unicode
FIX.4.2
369LastMsgSeqNumProcessedSeqNumNThe last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.FIX.4.2
Hop [Component]NNumber of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.FIX.4.4
627NoHopsNumInGroupNNumber of HopCompID entries in repeating group.FIX.4.4
628HopCompIDStringNAssigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used.FIX.4.4
629HopSendingTimeUTCTimestampNTime that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used.FIX.4.4
630HopRefIDSeqNumNReference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (5) is being used.FIX.4.4
320SecurityReqIDStringYUnique ID of a Security Definition Request.FIX.4.3
559SecurityListRequestTypeintYIdentifies the type/criteria of Security List Request
5 enum values
ValueNameDescription
0SymbolSymbol
1SecurityTypeAndSecurityType and/or CFICode
2ProductProduct
3TradingSessionIDTradingSessionID
4AllSecuritiesAll Securities
FIX.4.3
UnderlyingInstrument [Component]NSpecifies the underlying instrumentFIX.4.3
311UnderlyingSymbolStringNUnderlying security’s Symbol. See Symbol (55) field for descriptionFIX.4.3
312UnderlyingSymbolSfxStringNUnderlying security’s SymbolSfx. See SymbolSfx (65) field for descriptionFIX.4.3
309UnderlyingSecurityIDStringNUnderlying security’s SecurityID. See SecurityID (48) field for descriptionFIX.4.3
305UnderlyingSecurityIDSourceStringNUnderlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) fieldFIX.4.3
UndSecAltIDGrp [Repeating Group]NFIX.4.4
457NoUnderlyingSecurityAltIDNumInGroupNNumber of UnderlyingSecurityAltID (458) entries.FIX.4.4
458UnderlyingSecurityAltIDStringNAlternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.FIX.4.4
459UnderlyingSecurityAltIDSourceStringNIdentifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) fieldFIX.4.4
end UndSecAltIDGrp
462UnderlyingProductintNUnderlying security’s Product. Valid values: see Product(460) fieldFIX.4.3
463UnderlyingCFICodeStringNUnderlying security’s CFICode. Valid values: see CFICode (46)fieldFIX.4.3
310UnderlyingSecurityTypeStringNUnderlying security’s SecurityType. Valid values: see SecurityType (67) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: TREASURY = Federal government or treasury PROVINCE = State, province, region, etc. AGENCY = Federal agency MORTGAGE = Mortgage passthrough CP = Commercial paper CORP = Corporate EQUITY = Equity SUPRA = Supra-national agency CASH If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or <UnderlyingStipulations> block e.g.: SecurityType=REPO UnderlyingSecurityType=MORTGAGE UnderlyingIssuer=GNMA or SecurityType=REPO UnderlyingSecurityType=AGENCY UnderlyingIssuer=CA Housing Trust UnderlyingCountryOfIssue=CA or SecurityType=REPO UnderlyingSecurityType=CORP UnderlyingNoStipulations= UnderlyingStipulationType=RATING UnderlyingStipulationValue=>bbb-FIX.4.3
763UnderlyingSecuritySubTypeStringNUnderlying security’s SecuritySubType. See SecuritySubType (762) field for descriptionFIX.4.4
313UnderlyingMaturityMonthYearMonthYearNUnderlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for descriptionFIX.4.3
542UnderlyingMaturityDateLocalMktDateNUnderlying security’s maturity date. See MaturityDate (54) field for descriptionFIX.4.3
315UnderlyingPutOrCallintNUnderlying security’s PutOrCall. See PutOrCall field for descriptionFIX.4.3
241UnderlyingCouponPaymentDateLocalMktDateNUnderlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)FIX.4.3
242UnderlyingIssueDateLocalMktDateNUnderlying security’s IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate)FIX.4.3
243UnderlyingRepoCollateralSecurityTypeStringN(Deprecated, not applicable/used for Repos)FIX.4.3
244UnderlyingRepurchaseTermintN(Deprecated, not applicable/used for Repos)FIX.4.3
245UnderlyingRepurchaseRatePercentageN(Deprecated, not applicable/used for Repos)FIX.4.3
246UnderlyingFactorfloatNUnderlying security’s Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
256UnderlyingCreditRatingStringNUnderlying security’s CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3)FIX.4.3
595UnderlyingInstrRegistryStringNUnderlying security’s InstrRegistry. See InstrRegistry (543) field for descriptionFIX.4.3
592UnderlyingCountryOfIssueCountryNUnderlying security’s CountryOfIssue. See CountryOfIssue (470) field for descriptionFIX.4.3
593UnderlyingStateOrProvinceOfIssueStringNUnderlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for descriptionFIX.4.3
594UnderlyingLocaleOfIssueStringNUnderlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for descriptionFIX.4.3
247UnderlyingRedemptionDateLocalMktDateN(Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)FIX.4.3
316UnderlyingStrikePricePriceNUnderlying security’s StrikePrice. See StrikePrice (202) field for descriptionFIX.4.3
941UnderlyingStrikeCurrencyCurrencyNCurrency in which the strike price of an underlying instrument is denominatedFIX.4.4
317UnderlyingOptAttributecharNUnderlying security’s OptAttribute. See OptAttribute (206) field for descriptionFIX.4.3
436UnderlyingContractMultiplierfloatNUnderlying security’s ContractMultiplier. See ContractMultiplier (23) field for descriptionFIX.4.3
435UnderlyingCouponRatePercentageNUnderlying security’s CouponRate. See CouponRate (223) field for descriptionFIX.4.3
308UnderlyingSecurityExchangeExchangeNUnderlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)FIX.4.3
306UnderlyingIssuerStringNUnderlying security’s Issuer. See Issuer (06) field for descriptionFIX.4.3
362EncodedUnderlyingIssuerLenLengthNByte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.FIX.4.3
363EncodedUnderlyingIssuerdataNEncoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.FIX.4.3
307UnderlyingSecurityDescStringNUnderlying security’s SecurityDesc. See SecurityDesc (07) field for descriptionFIX.4.3
364EncodedUnderlyingSecurityDescLenLengthNByte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.FIX.4.3
365EncodedUnderlyingSecurityDescdataNEncoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.FIX.4.3
877UnderlyingCPProgramStringNThe program under which the underlying commercial paper is issuedFIX.4.4
878UnderlyingCPRegTypeStringNThe registration type of the underlying commercial paper issuanceFIX.4.4
318UnderlyingCurrencyCurrencyNSpecific to the <UnderlyingInstrument> (not in <Instrument>)FIX.4.4
879UnderlyingQtyQtyNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)FIX.4.4
810UnderlyingPxPriceNSpecific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.FIX.4.4
882UnderlyingDirtyPricePriceNSpecific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interestFIX.4.4
883UnderlyingEndPricePriceNSpecific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.FIX.4.4
884UnderlyingStartValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreementFIX.4.4
885UnderlyingCurrentValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateralFIX.4.4
886UnderlyingEndValueAmtNSpecific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreementFIX.4.4
UnderlyingStipulations [Repeating Group]NSpecific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component BlockFIX.4.4
887NoUnderlyingStipsNumInGroupNNumber of underlying stipulation entriesFIX.4.4
888UnderlyingStipTypeStringNRequired if NoUnderlyingStips >0FIX.4.4
889UnderlyingStipValueStringNValue of stipulation. Same values as StipulationValue (234)FIX.4.4
end UnderlyingStipulations
762SecuritySubTypeStringNSub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO"). Example Values: General = General Collateral (for SecurityType=REPO) For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc. NOTE: Additional values may be used by mutual agreement of the counterpartiesFIX.4.4
15CurrencyCurrencyNIdentifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.FIX.4.3
58TextStringNComment, instructions, or other identifying information.FIX.4.3
354EncodedTextLenLengthNMust be set if EncodedText field is specified and must immediately precede it.FIX.4.3
355EncodedTextdataNEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.FIX.4.3
336TradingSessionIDStringNOptional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable.FIX.4.3
625TradingSessionSubIDStringNOptional market assigned sub identifier for 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.FIX.4.3
263SubscriptionRequestTypecharNSubscribe or unsubscribe for security status to security specified in request.
3 enum values
ValueNameDescription
0SnapshotSnapshot
1SnapshotAndUpdatesSnapshot + Updates (Subscribe)
2DisablePreviousSnapshotDisable previous Snapshot + Update Request (Unsubscribe)
FIX.4.3
StandardTrailer [Component]YThe standard FIX message trailerFIX.4.3
93SignatureLengthLengthNRequired when trailer contains signature. Note: Not to be included within SecureData fieldFIX.4.0
89SignaturedataNNote: Not to be included within SecureData fieldFIX.4.0
10CheckSumStringY(Always unencrypted, always last field in message)FIX.4.0