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.
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
David Matraberci : These above should not be in the sheet, as they are part of the standard header
SecurityReportID
Int
Unique identifier
ClearingBusinessDate
LocalMktDate
E.g.: 20220818
SecurityListDesc
String
All SWAP/Lend traded Instruments with BTC/USD as underlying
David Matraberci : This might be an overkill/duplicate to generate the text as well as the message?
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
Component block
<SecListGrp>
>
NoRelatedSym
Int
Number of Instrument in that response
David Matraberci : As this is not used in FIXML, I’d suggest to drop from here as well, it normally has a technical reason to use a number for reading the stream.
Component block
<Instrument>
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
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