Message DerivativeSecurityList (AA)

The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request.

Added in protocol FIX.4.3

See in: FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = AA (2 A's) Y FIX.4.3
320 SecurityReqID Y FIX.4.3
322 SecurityResponseID Identifier for the Derivative Security List message Y FIX.4.3
560 SecurityRequestResult Result of the Security Request identified by SecurityReqID Y FIX.4.3
Block UnderlyingInstrument Underlying security for which derivatives are being returned FIX.4.3
393 TotNoRelatedSym Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. FIX.4.3
893 LastFragment Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. FIX.4.4
ImplicitBlockRepeating RelSymDerivSecGrp Specifies the number of repeating symbols (instruments) specified FIX.4.4
Block StandardTrailer Y FIX.4.3