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The Security List Request returns a list of Instruments that match one or more criteria as filters to the request.
Request parameters
Field Name
Format
Req'd
Comments
MsgType
String
✓
Identifies the message type
MsgSeqNum
SeqNum
User generated incremental number to allow receiver to identify possible message gaps
SendingTime
UTCTimestamp
Time of sending this message
David Matraberci : I think these 3 above should not be in the message, as they are default header elements
StandardHeader
MsgType = x (lowercase X)
SecurityReqID
SecurityListRequestType
Int
Type of Security List Request being made
Only supported value:2 = Trading List
MarketID
Exchange
XCDE
MarketSegmentID
SWAP/Lend
Component block<Instrument>
>
Product
13 = Financing (Repo is a financing product)
SecurityGroup
ID = Intra-day;
ON = Overnight;
TOD-TOM = Today + 1 day during week-end;
1w = 1 week
2w = 2 weeks
SecurityType
REPO = Repurchase agreement a.k.a. FX Swap
MaturityDate
LocalMktDate
Date of the far leg maturity
SecurityStatus
1 = Active;
2 = Inactive;
4 = Expired
David Matraberci :
Expired is n/a
Inactive feature do not exist in Swap/Lend
Component block
<UnderlyingInstrument>
UnderlyingSymbol
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 assetshttps://min-api.cryptocompare.com/data/all/coinlist
Use this field to filter for your Quote currency of interest, e.g. all Repo priced in EUR or USDT
Text
Freeform field to pass any information
Example missing
0 Comments