The Derivative Security List message is used as a response to a Derivative Security List Request <35=z>, and includes a list of securities that matches the criteria specified.
This message is used to send a predefined list of securities - usually options - based on a common underlying and option class. It can also be used to send the rules for security creation - again, usually options - which imply the existence of a set of securities.
Other uses of this message may include:
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| Component | ||||
| 964 | Int | |||
| 320 | String | |||
| 322 | String | Identifier for the Derivative Security List message | ||
| 560 | Int Enum | Result of the Security Request identified by SecurityReqID | ||
| 1607 | Int Enum | 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) | ||
| 715 | LocalMktDate | |||
| Component | Underlying security for which derivatives are being returned | |||
| Component | Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block | |||
| 779 | UTCTimestamp | Represents the time at which a security was last updated | ||
| 60 | UTCTimestamp | |||
| 393 | Int | Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required | ||
| 893 | Boolean Enum | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented | ||
| Component | Specifies the number of repeating symbols (instruments) specified | |||
| Component |