Security List Request
The Security List Request returns a list of Instruments that match one or more criteria as filters to the request.
API Key Permission: Read
POST /API/swaplend/marketstructure/SecurityListRequest
Â
Request parameters
Field Name | Format | Req'd | Comments | |
---|---|---|---|---|
MsgType | String | ✓ | x = SecurityListRequest (lowercase X) | |
MsgSeqNum | SeqNum | ✓ | User generated incremental number to allow receiver to identify possible message gaps | |
SendingTime | UTCTimestamp | ✓ | Time of sending this message | |
 |  |  |  | |
SecurityReqID | String | ✓ |  | |
SecurityListRequestType | Int | ✓ | Type of Security List Request being made. Supported values: | |
MarketID | Exchange | Â | XCDE | |
MarketSegmentID | String | Â | SWAP/Lend | |
<Instrument> Component block | ✓ |  | ||
> | Product | Int | Â | 13 = Financing (Repo is a financing product) |
> | SecurityGroup | String | ✓ | ID = Intra-day |
> | SecurityType | String | Â | REPO = Repurchase agreement a.k.a. FX Swap |
> | MaturityDate | LocalMktDate | Â | Date of the far leg maturity |
> | SecurityStatus | Int | Â | 1 = Active |
<UnderlyingInstrument> Component block | Â | Â | Â | |
> | UnderlyingSymbol | String | Â | BTC/USD; ETH/JPY; ADA/USDT etc. |
> | UnderlyingCurrency | Currency | Â | Note that this Field is only ISO 4217 in FIX, we augment it with CryptoCompare list of Crypto assets: |
Currency | Currency | Â | Use this field to filter for your Quote currency of interest, e.g. all Repo priced in EUR or USDT | |
Text | String | Â | Freeform field to pass any information |
Example request:
{
"Header": {
"MsgType": "x",
"MsgSeqNum": "254374",
"SenderCompID": "SENDER",
"TargetCompID": "TARGET",
"SendingTime": "20220904-06:46:21.427"
},
"SecurityReqID": "2764hs-7661",
"SecurityListRequestType": "1",
"Instrument": [
{
"SecurityGroup": "1w",
"SecurityType": "REPO",
"SecurityStatus": "1"
}
],
"UnderlyingInstrument": [
{
"UnderlyingSymbol": "BTC/USD"
},
{
"UnderlyingSymbol": "BTC/USDT"
}
],
"Text": "Filtered Security List"
}