Security List

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	✓	y = SecurityList (lowercase Y)
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
>>>	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
<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.

Example List message:

MsgType: y
MsgSeqNum: 27683564
SendingTime: 20220905-23:41:24.298
SecurityReportID: yd544a-ks67
ClearingBusinessDate: 20220906
SecurityListDesc: All SWAP/Lend Intraday Instruments with BTC/USD as underlying
SecurityRequestResult: 0
TransactTime: 20220905-23:41:24.045 
MarketID: XCDE
MarketSegmentID: SWAP/Lend
Instrument
  Symbol: BTC/USD-ID-R
  Product: 13
  SecurityGroup: ID
  SecurityType: REPO
  MaturityDate: 20220906
  MaturityTime: 20220906-17:00:00-05
  SecurityStatus: 1
  MinPriceIncrement: 0.01
  SettlMethod: P
  SecurityDesc: BTC/USD Intra-day Repo
  DeliveryType: 0
  MinTradeVol: 1
  PriceType: 6
UndInstrmtGrp
UnderlyingInstrument
  UnderlyingSymbol: BTC/USD
  UnderlyingProduct: 100
  UnderlyingSecurityType: CRYPTOCASH
  UnderlyingSecurityDesc: BTC/USD Cash
Currency: USD
InstrmtLegSecListGrp
NoLegs
InstrumentLeg
  LegSymbol: BTC/USD-CASH
  LegSecurityDesc: BTC/USD Cash
  LegRatioQty: 1
  LegSide: SELL
  LegCurrency: USD
  LegSettlType: 1
InstrumentLeg
  LegSymbol: BTC/USD-SPOT
  LegSecurityDesc: BTC/USD Spot
  LegRatioQty: 1
  LegSide: BUY
  LegCurrency: USD
  LegSettlType: 0
Text

{
  "Header": {
    "MsgType": "y",
    "MsgSeqNum": "27683564",
    "SenderCompID": "SENDER",
    "TargetCompID": "TARGET",
    "SendingTime": "20220905-23:41:24.298"
  },
  "SecurityReportID": "yd544a-ks67",
  "ClearingBusinessDate": "20220906",
  "SecurityListDesc": "All SWAP/Lend Intraday Instruments with BTC/USD as underlying",
  "SecurityRequestResult": "0",
  "TransactTime": "20220905-23:41:24.045",
  "MarketID": "XCDE",
  "MarketSegmentID": "SWAP/Lend",
  "SecListGrp": {
    "NoRelatedSym": "2?"
  },
  "Instrument": [
    {
      "Symbol": "BTC/USD-ID-R",
      "Product": "13",
      "SecurityGroup": "ID",
      "SecurityType": "REPO",
      "SecurityStatus": "1",
      "MinPriceIncrement": "0.01",
      "SettlMethod": "P",
      "SecurityDesc": "BTC/USD Intra-day Repo"
    }
  ],
  "FinancingDetails": {
    "DeliveryType": "0"
  },
  "SecurityTradingRules": {
    "BaseTradingRules": {
      "MinTradeVol": "1",
      "PriceType": "6"
    }
  },
  "UndInstrmtGrp": {
    "UnderlyingInstrument": [
      {
        "UnderlyingSymbol": "BTC/USD"
      },
      {
        "UnderlyingProduct": "100"
      },
      {
        "UnderlyingSecurityType": "CRYPTOCASH"
      },
      {
        "UnderlyingSecurityDesc": "BTC/USD Cash"
      }
    ]
  },
  "Currency": "USD",
  "InstrmtLegSecListGrp": {
    "NoLegs": "2",
    "InstrumentLeg": {
      "LegSymbol": "BTC/USD-SPOT",
      "LegSecurityDesc": "BTC/USD Spot",
      "LegRatioQty": "1",
      "LegSide": "BUY",
      "LegCurrency": "USD",
      "LegSettlType": "0"
    }
  },
  "Text": ""
}

Security List

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