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 REPO/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

 

REPO/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 REPO/Lend Intraday Instruments with BTC/USD as underlying", "SecurityRequestResult": "0", "TransactTime": "20220905-23:41:24.045", "MarketID": "XCDE", "MarketSegmentID": "REPO/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" } } ], } ] }
MsgType: y MsgSeqNum: 27683564 SendingTime: 20220905-23:41:24.298 SecurityReportID: yd544a-ks67 ClearingBusinessDate: 20220906 SecurityListDesc: All REPO/Lend Intraday Instruments with BTC/USD as underlying SecurityRequestResult: 0 TransactTime: 20220905-23:41:24.045 MarketID: XCDE MarketSegmentID: REPO/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

 

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