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FIX 5.0 SP2 : SecurityListRequest <x> message

Structure | Related Messages

Description

The 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>[263] field on the message.

SecurityListRequestType <559>[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

The Security List Request may also be used to request a list of securities for a given market segment.

Security List Request

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = x (lowercase X)
320 SecurityReqID Y
559 SecurityListRequestType Y Type of Security List Request being made
Component Block - <Instrument> N

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

of the requested Security
Component Block - <InstrumentExtension> N Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
Component Block - <FinancingDetails> N Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
Component Block - <UndInstrmtGrp> N Number of underlyings
Component Block - <InstrmtLegGrp> N Number of legs that make up the Security
15 Currency 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.
1301 MarketID N Identifies the market which lists and trades the instrument.
1300 MarketSegmentID N Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality.
1465 SecurityListID N Identifies a specific list
1470 SecurityListType N Indentifies a list type
1471 SecurityListTypeSource N Identifies the source a list type
Component Block - <StandardTrailer> Y

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