Derivative Security List Request (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
559 SecurityListRequestType @ListReqTyp Y
1301 MarketID @MktID N
1300 MarketSegmentID @MktSegID N
<UnderlyingInstrument> N Specifies the underlying instrument
<DerivativeInstrument> N Group block which contains all information for an option family.
762 SecuritySubType @SubTyp N
15 Currency @Ccy 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.
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
263 SubscriptionRequestType @SubReqTyp N Subscribe or unsubscribe for security status to security specified in request.
<Standard Message Trailer> Y