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The Security List message is the response to the Security List Request GET message. It returns the list of Instruments that matches the criteria you specified in the request.
Request parameters
Field Name | Format | Req'd | Comments | |||
|---|---|---|---|---|---|---|
MsgType | String | ✓ | Identifies the message type | |||
MsgSeqNum | SeqNum | ✓ | Incremental number used to identify if receiver missed a message | |||
SendingTime | UTCTimestamp | ✓ | Time of sending this message | |||
| ||||||
SecurityReportID | Int | Unique identifier | ||||
ClearingBusinessDate | LocalMktDate | E.g.: 20220818 | ||||
SecurityListDesc | String | All SWAP/Lend traded Instruments with BTC/USD as underlying
| ||||
SecurityRequestResult | Int | 0 = Valid request; | ||||
TransactTime | UTCTimestamp | 20220818-14:18:21.123 | ||||
TotNoRelatedSym | Int | Total number of Instruments being returned for this request. | ||||
MarketID | Exchange | XCDE | ||||
MarketSegmentID | String | SWAP/Lend | ||||
Component block <SecListGrp> | ||||||
> | NoRelatedSym | Int | Number of Instrument in that response
| |||
Component block <Instrument> | Repeating group | |||||
>> | Symbol | String | E.g.: BTC/USD-ID-R | |||
>> | Product | Int | 13 = Financing (Repo is a financing product) | |||
>> | SecurityGroup | String | ID = Intra-day; | |||
>> | SecurityType | String | REPO | |||
>> | MaturityDate | LocalMktDate | 20220822 (Settle date of Far_Leg) | |||
>> | MaturityTime | TZTimeOnly | 20220822-17:00-05 (for 5pm NY on Aug22)
| |||
>> | SecurityStatus | String | 1 = Active; 2 = Inactive
| |||
>> | MinPriceIncrement | Float | 0.01
| |||
>> | SettlMethod | Char | P = Physical settlement required | |||
>> | SecurityDesc | String | BTC/USD Intra-day Repo | |||
Component block <FinancingDetails> | ||||||
>> | DeliveryType | Int | 0 = "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment | |||
Component block <SecurityTradingRules> | ||||||
Component block <BaseTradingRules> | ||||||
>>> | ExpirationCycle | Int | 0 = Expire on trading session close | |||
>>> | MinTradeVol | Qty | E.g: 1 = minimum order quantity that can be submitted
| |||
>>> | PriceType | Int | 6 = Spread | |||
Component block <UndInstrmtGrp> | ||||||
Component block <UnderlyingInstrument> | Must be provided if Number of underlyings > 0 | |||||
>>> | UnderlyingSymbol | String | BTC/USD | |||
>>> | UnderlyingProduct | Int | 100 = CRYPTO (not yet a FIX Protocol standard value) | |||
>>> | UnderlyingSecurityType | String | CRYPTOCASH | |||
>>> | UnderlyingSecurityDesc | String | BTC/USD Cash | |||
> | Currency | USD = the currency this Repo is priced in (terms currency) | ||||
Component block <InstrmtLegSecListGrp> | ||||||
>> | NoLegs | 2 (always 2 for a Repo)
| ||||
Component block <InstrumentLeg> | Description of the first leg of this Repo | |||||
>>> | LegSymbol | String | BTC/USD-CASH | |||
>>> | LegSecurityDesc | String | BTC/USD Cash | |||
>>> | LegRatioQty | Float | 1 | |||
>>> | LegSide | Int | 2 = SELL | |||
>>> | LegCurrency | Currency | USD | |||
>>> | LegSettlType | Char | 1 = Cash (immediate settlement) | |||
InstrumentLeg | Description of the second leg of this Repo
| |||||
LegSymbol | String | BTC/USD-Spot | ||||
LegSecurityDesc | String | BTC/USD Spot | ||||
LegRatioQty | Float | 1 | ||||
LegSide | Int | 1 = BUY | ||||
LegCurrency | Currency | USD | ||||
LegSettlType | Char | 0 = Spot (regular End-of-Day settlement) | ||||
>> | Text | String | Comment, instructions, or other identifying information. | |||
Example missing