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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 | ✓ | y = SecurityList (lowercase Y) | ||||||||
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 SWAPREPO/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 | SWAPREPO/Lend | |||||||||
<SecListGrp> Component Repeating block | |||||||||||
> | NoRelatedSym | Int | Number of Instrument in that response | <Instrument> Component block | 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 | ||||||||
>> | MinPriceIncrement | Float | 0.01 | ||||||||
>> | SettlMethod | Char | P = Physical settlement required | ||||||||
>> | SecurityDesc | String | BTC/USD Intra-day Repo | ||||||||
<FinancingDetails> Component block | |||||||||||
>> | DeliveryType | Int | 0 = "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment | ||||||||
<SecurityTradingRules> Component block | |||||||||||
<BaseTradingRules> Component block | |||||||||||
>>> | MinTradeVol | Qty | E.g: 1 = minimum order quantity that can be submitted | ||||||||
>>> | PriceType | Int | 6 = Spread | ||||||||
<UndInstrmtGrp> Component block | |||||||||||
<UnderlyingInstrument> Component block | 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 | |||||||||
<InstrmtLegSecListGrp> Component Repeating block | |||||||||||
>> | NoLegs | 2 (always 2 for a Repo) | <InstrumentLeg> Component block | 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) | ||||||||
>> | Text | String | Comment, instructions, or other identifying information. | ||||||||
Example List message:
:
USD LegSettlType: 0 Text| Code Block | ||
|---|---|---|
| ||
{
"Header": {
"MsgType": "y",
"MsgSeqNum": "27683564",
"SenderCompID": "SENDER",
"TargetCompID": "TARGET",
"SendingTime": "20220905-23:41:24.298"
},
"SecurityReportID": "yd544a-ks67",
"ClearingBusinessDate": "20220906",
"SecurityListDesc": "All SWAPREPO/Lend Intraday Instruments with BTC/USD as underlying",
"SecurityRequestResult": "0",
"TransactTime": "20220905-23:41:24.045",
"MarketID": "XCDE",
"MarketSegmentID": "SWAPREPO/Lend",
"SecListGrp": [
{
"Instrument": {
"Symbol": "BTC/USD-ID-R",
"Product": "13",
"SecurityGroup": "ID",
"SecurityType": "REPO",
"SecurityStatus": "1",
"MinPriceIncrement": "0.01",
"SettlMethod": "P",
"SecurityDesc": "BTC/USD Intra-day Repo"
},
"FinancingDetails": {
"DeliveryType": "0"
},
"SecurityTradingRules": {
"BaseTradingRules": {
"MinTradeVol": "1",
"PriceType": "6"
}
},
"UndInstrmtGrp": {
"UnderlyingInstrument": {
"UnderlyingSymbol": "BTC/USD",
"UnderlyingProduct": "100",
"UnderlyingSecurityType": "CRYPTOCASH",
"UnderlyingSecurityDesc": "BTC/USD Cash"
}
},
"Currency": "USD",
"InstrmtLegSecListGrp": [
{
"InstrumentLeg": {
"LegSymbol": "BTC/USD-CASH",
"LegSecurityDesc": "BTC/USD Cash",
"LegRatioQty": "1",
"LegSide": "SELL",
"LegCurrency": "USD",
"LegSettlType": "1"
}
},
{
"InstrumentLeg": {
"LegSymbol": "BTC/USD-SPOT",
"LegSecurityDesc": "BTC/USD Spot",
"LegRatioQty": "1",
"LegSide": "BUY",
"LegCurrency": "USD",
"LegSettlType": "0"
}
}
],
}
]
} |
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