Description
The Security List Request 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
The Security List Request may also be used to request a list of securities for a given market segment.
Security List Request
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType = x (lowercase X) | ||
| 320 | SecurityReqID | Y | ||
| 559 | SecurityListRequestType | Y | Type of Security List Request being made | |
| 1465 | SecurityListID | N | Identifies a specific list | |
| 1470 | SecurityListType | N | Identifies a list type | |
| 1471 | SecurityListTypeSource | N | Identifies the source a list type | |
| 1301 | MarketID | N | Identifies the market which lists and trades the instrument. | |
| 1300 | MarketSegmentID | N | Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. | |
| Component Block - <Instrument> | N |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security |
||
| Component Block - <InstrumentExtension> | N | Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" | ||
| Component Block - <FinancingDetails> | N | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" | ||
| Component Block - <UndInstrmtGrp> | N | Number of underlyings | ||
| Component Block - <InstrmtLegGrp> | N | Number of legs that make up the Security | ||
| Component Block - <RelatedInstrumentGrp> | N | |||
| 15 | Currency | N | ||
| 58 | Text | N | Comment, instructions, or other identifying information. | |
| 354 | EncodedTextLen | N | Must be set if EncodedText field is specified and must immediately precede it. | |
| 355 | EncodedText | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | |
| 336 | TradingSessionID | 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 | N | ||
| 263 | SubscriptionRequestType | N | Subscribe or unsubscribe for security status to security specified in request. | |
| Component Block - <StandardTrailer> | Y | |||