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FIX 4.4 : Derivative Security List <AA> message

Structure | Related Messages

Description

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

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = AA
320 SecurityReqID Y
322 SecurityResponseID Y

Identifier for the Derivative Security List <AA> message

560 SecurityRequestResult Y

Result of the Security Request identified by SecurityReqID <320>

Component Block - <UnderlyingInstrument> N

Underlying security for which derivatives are being returned
393 TotNoRelatedSym N

Used to indicate if the total number of securities being returned for this request. Used in the event that message fragmentation is required.

893 LastFragment N

Indicates if this message in a fragmented response
146 NoRelatedSym N

Specifies the number of repeating symbols (instruments) specified
=> Component Block - <Instrument> N

Insert here the set of "<Instrument>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

of the requested Security
=> 15 Currency N
=> 827 ExpirationCycle N
=> Component Block - <InstrumentExtension> N

Insert here the set of "<InstrumentExtension>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> 555 NoLegs N

Number of legs that make up the Security
=> => Component Block - <InstrumentLeg> N

Insert here the set of "<InstrumentLeg>" (leg symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Required if NoLegs <555> > 0

=> 336 TradingSessionID N
=> 625 TradingSessionSubID N
=> 58 Text N

Comment, instructions, or other identifying information.
=> 354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

=> 355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

<MessageTrailer> Y  

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