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.5.0, FIX.5.0SP1, FIX.5.0SP2.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = AA (2 A's) Y FIX.4.3
Block ApplicationSequenceControl FIX.5.0
964 SecurityReportID FIX.5.0SP1 (76)
320 SecurityReqID FIX.4.3
322 SecurityResponseID Identifier for the Derivative Security List message FIX.4.3
560 SecurityRequestResult Result of the Security Request identified by SecurityReqID FIX.4.3
1607 SecurityRejectReason Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). FIX.5.0SP2 (114)
715 ClearingBusinessDate FIX.5.0SP1 (76)
Block UnderlyingInstrument Underlying security for which derivatives are being returned FIX.4.3
ImplicitBlock DerivativeSecurityDefinition Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. FIX.5.0
779 LastUpdateTime Represents the time at which a security was last updated FIX.5.0SP2 (107)
60 TransactTime FIX.5.0SP1 (94)
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