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.

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
320 SecurityReqID @ReqID N
322 SecurityResponseID @RspID N Identifier for the Derivative Security List (y) message
560 SecurityRequestResult @ReqRslt N Result of the Security Request identified by SecurityReqID
715 ClearingBusinessDate @BizDt N
<UnderlyingInstrument> N Underlying security for which derivatives are being returned
<DerivativeSecurityDefinition> N Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block.
60 TransactTime @TxnTm N
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.
<RelSymDerivSecGrp> N Specifies the number of repeating symbols (instruments) specified
<Standard Message Trailer> Y