Security List

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

SecurityRequestResult

Int

0 = Valid request;
1 = Invalid or unsupported request;
2 = No instruments found that match

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

>

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;
ON = Overnight;
TOD-TOM = Today + 1 day during week-end;
1w = 1 week
2w = 2 weeks

>>

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
2 = Inactive

>>

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

>>>

ExpirationCycle

Int

0 = Expire on trading session close

>>>

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 (terms currency)

<InstrmtLegSecListGrp> Component 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.