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
✓
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 identifyer
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
Repeating group
NoRelatedSym
Int
Number of Instrument in that response
Instrument
Repeating group
Symbol
String
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 or 2w = 1 week or 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
DeliveryType
Int
0 = "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment
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
UnderlyingInstrument
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
NoLegs
2 (always 2 for a Repo)
InstrumentLeg
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)
InstrumentLeg
Description of the second leg of this Repo
LegSymbol
String
BTC/USD-Spot
LegSecurityDesc
String
BTC/USD Spot
LegRatioQty
Float
1
LegSide
Int
1 = BUY
LegCurrency
Currency
USD
LegSettlType
Char
0 = Spot (regular End-of-Day settlement)
Text
String
Comment, instructions, or other identifying information.
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