Security List

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> Repeating block
<Instrument> Component block
>>	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> Repeating block
<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:

{
  "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": [
    {
      "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": [
        {
          "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"
          }
        }
      ],
    }
  ]
}

Raw version

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

Security List

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