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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.
API Key Permission: Read
GET /API/swaplend/marketstructure/SecurityList
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 Info | | |||||||||||||||||||
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 | ||||||||||||||||||||
<SecListGrp> Component block <SecListGrp> | ||||||||||||||||||||||
> | NoRelatedSym | Int | Number of Instrument in that response
| |||||||||||||||||||
<Instrument> 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; | |||||||||||||||||||
David Matraberci : Inactive requires feature | MinPriceIncrement | Float | 0.01 Info | | ||||||||||||||||||
>> | SettlMethod | Char | P = Physical settlement required | |||||||||||||||||||
>> | SecurityDesc | String | BTC/USD Intra-day Repo | |||||||||||||||||||
<FinancingDetails> Component block <FinancingDetails> | ||||||||||||||||||||||
>> | DeliveryType | Int | 0 = "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment | |||||||||||||||||||
<SecurityTradingRules> Component block | ||||||||||||||||||||||
<SecurityTradingRules> <BaseTradingRules> Component block <BaseTradingRules> | ||||||||||||||||||||||
>>> | ExpirationCycle | Int | 0 = Expire on trading session close | |||||||||||||||||||
>>> | MinTradeVol | Qty | E.g: 1 = minimum order quantity that can be submitted note | |||||||||||||||||||
David Matraberci : Where is this coming from? I guess it will be different for BTC and ADA | PriceType | Int | 6 = Spread | |||||||||||||||||||
<UndInstrmtGrp> Component block | ||||||||||||||||||||||
<UndInstrmtGrp> <UnderlyingInstrument> 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) | ||||||||||||||||||||
<InstrmtLegSecListGrp> Component block <InstrmtLegSecListGrp> | ||||||||||||||||||||||
>> | NoLegs | 2 (always 2 for a Repo)
| ||||||||||||||||||||
<InstrumentLeg> 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||||||||||||||||||
| Note |
|---|
David Matraberci : I believe this orange block is not required, its just a duplicate of the previous set, and should be explained there instead |
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 missingmessage: