Message
DerivativeSecurityList (AA)
| ID | 60 |
| Pedigree | Added FIX.4.3, Updated EP97 |
The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = AA (2 A's) | Added FIX.4.3 | ||
ApplicationSequenceControl | Added EP-1 | ||||
964 | Added EP76 | ||||
320 | Added FIX.4.3 | ||||
322 | Identifier for the Derivative Security List message | Added FIX.4.3 Updated EP76 | |||
560 | Result of the Security Request identified by SecurityReqID | Added FIX.4.3 | |||
1607 | 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). | Added EP114 | |||
715 | Added EP76 | ||||
UnderlyingInstrument | Underlying security for which derivatives are being returned | Added FIX.4.3 | |||
DerivativeSecurityDefinition | Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. | Added EP-1 | |||
779 | Represents the time at which a security was last updated | Added EP107 | |||
60 | Added EP94 | ||||
393 | Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. | Added FIX.4.3 | |||
893 | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. | Added FIX.4.4 | |||
RelSymDerivSecGrp | Specifies the number of repeating symbols (instruments) specified | Added FIX.4.4 | |||
StandardTrailer | Y | Added FIX.4.3 |
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