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
Add Comment