Description
The Derivative 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
Derivative SecurityListRequest <x> may also be used to:
- Request for option classes for a given market segment.
- 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.
Derivative Security List Request
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType = z (lowercase Z) | ||
| 320 | SecurityReqID | Y | ||
| 559 | SecurityListRequestType | Y | ||
| 1301 | MarketID | N | ||
| 1300 | MarketSegmentID | N | ||
| Component Block - <UnderlyingInstrument> | N | Specifies the underlying instrument | ||
| Component Block - <DerivativeInstrument> | N | Group block which contains all information for an option family. | ||
| 762 | SecuritySubType | N | ||
| 15 | Currency | N | ||
| 2897 | CurrencyCodeSource | 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 | |||