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The Security List Request returns a list of Instruments that match one or more criteria as filters to the request.

API Key Permission: Read
GET /API/swaplend/marketstructure/SecurityListRequest

Request parameters

Field Name		Format	Req'd	Comments
MsgType		String	✓	x = SecurityListRequest (lowercase X)
MsgSeqNum		SeqNum	✓	User generated incremental number to allow receiver to identify possible message gaps
SendingTime		UTCTimestamp	✓	Time of sending this message

SecurityReqID		String	✓
SecurityListRequestType		Int	✓	Type of Security List Request being made. Supported values: 0 = Symbol (further filtered by Underlying Symbol) 1 = SecurityType (REPO) 4 = All Securities
MarketID		Exchange		XCDE
MarketSegmentID		String		SWAP/Lend
Component block <Instrument>
>	Product	Int		13 = Financing (Repo is a financing product)
>	SecurityGroup	String		ID = Intra-day ON = Overnight TOD-TOM = Today + 1 day during week-end 1w = 1 week 2w = 2 weeks
>	SecurityType	String		REPO = Repurchase agreement a.k.a. FX Swap
>	MaturityDate	LocalMktDate		Date of the far leg maturity
>	SecurityStatus	Int		1 = Active 2 = Inactive 4 = Expired
<UnderlyingInstrument> Component block
>	UnderlyingSymbol	String		BTC/USD; ETH/JPY; ADA/USDT etc.
>	UnderlyingCurrency	Currency		Note that this Field is only ISO 4217 in FIX, we augment it with CryptoCompare list of Crypto assets: https://min-api.cryptocompare.com/data/all/coinlist
Currency		Currency		Use this field to filter for your Quote currency of interest, e.g. all Repo priced in EUR or USDT
Text		String		Freeform field to pass any information

Example request:

Code Block

MsgType: x
MsgSeqNum: 254374
SendingTime: 20220904-06:46:21.427
SecurityReqID: 2764hs-7661
SecurityListRequestType: 1
Instrument
  SecurityGroup: 1w
  SecurityType: REPO
  SecurityStatus: 1
UnderlyingInstrument
  UnderlyingSymbol: BTC/USD
  UnderlyingInstrument
  UnderlyingSymbol: BTC/USDT
Text: Filtered Security List

Code Block

language	json

{
  "Header": {
    "MsgType": "x",
    "MsgSeqNum": "254374",
    "SenderCompID": "SENDER",
    "TargetCompID": "TARGET",
    "SendingTime": "20220904-06:46:21.427"
  },
  "SecurityReqID": "2764hs-7661",
  "SecurityListRequestType": "1",
  "Instrument": [
    {
      "SecurityGroup": "1w",
      "SecurityType": "REPO",
      "SecurityStatus": "1"
    }
  ],
  "UnderlyingInstrument": [
    {
      "UnderlyingSymbol": "BTC/USD"
    },
    {
      "UnderlyingSymbol": "BTC/USDT"
    }
  ],
  "Text": "Filtered Security List"
}

Versions Compared

Old Version 8

New Version 9

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