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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 POST /API/swaplend/marketstructure/SecurityListRequest
Request parameters
Field Name | Format | Req'd | Comments | |
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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: | |
MarketID | Exchange | XCDE | ||
MarketSegmentID | String | SWAP/Lend | ||
<Instrument> Component block | ✓ | |||
> | Product | Int | 13 = Financing (Repo is a financing product) | |
> | SecurityGroup | String | ✓ | ID = Intra-day |
> | SecurityType | String | REPO = Repurchase agreement a.k.a. FX Swap | |
> | MaturityDate | LocalMktDate | Date of the far leg maturity | |
> | SecurityStatus | Int | 1 = Active | |
<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: | |
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 | ||
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{ "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" } |
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