Log in

AA Derivative Security List

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:

  • Convey comprehensive set of option classes for all market segments in which these option classes participates in
  • Convey the option classes' trading rules that differ from the default trading rules for the market segment

Structure

TagNameTypeRequiredDescription
StandardHeader
Component
Required
320
SecurityReqID
String
Required
322
SecurityResponseID
String
Required
Identifier for the Derivative Security List message
560
SecurityRequestResult
Int Enum
Required
Result of the Security Request identified by SecurityReqID
UnderlyingInstrument
Component
Underlying security for which derivatives are being returned
393
TotNoRelatedSym
Int
Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required
893
LastFragment
Boolean Enum
Whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented
RelSymDerivSecGrp
Component
Specifies the number of repeating symbols (instruments) specified
StandardTrailer
Component
Required