DerivativeSecurityListRequest

StandardHeader definition & usage →

1. 8 BeginStringStringRequired here

   FIX.4.4 (Always unencrypted, must be first field in message)

2. 9 BodyLengthLengthRequired here

   (Always unencrypted, must be second field in message)

3. 35 MsgTypeStringRequired here

   (Always unencrypted, must be third field in message)

4. 49 SenderCompIDStringRequired here

   (Always unencrypted)

5. 56 TargetCompIDStringRequired here

   (Always unencrypted)

6. 115 OnBehalfOfCompIDString—

   Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

7. 128 DeliverToCompIDString—

   Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

8. 90 SecureDataLenLength—

   Required to identify length of encrypted section of message. (Always unencrypted)

9. 91 SecureDatadata—

   Required when message body is encrypted. Always immediately follows SecureDataLen field.

10. 34 MsgSeqNumSeqNumRequired here

    (Can be embedded within encrypted data section.)

11. 50 SenderSubIDString—

    (Can be embedded within encrypted data section.)

12. 142 SenderLocationIDString—

    Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

13. 57 TargetSubIDString—

    "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

14. 143 TargetLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

15. 116 OnBehalfOfSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

16. 144 OnBehalfOfLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

17. 129 DeliverToSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

18. 145 DeliverToLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

19. 43 PossDupFlagBoolean—

    Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

20. 97 PossResendBoolean—

    Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

21. 52 SendingTimeUTCTimestampRequired here

    (Can be embedded within encrypted data section.)

22. 122 OrigSendingTimeUTCTimestamp—

    Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

23. 212 XmlDataLenLength—

    Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

24. 213 XmlDatadata—

    Can contain an XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support

25. 347 MessageEncodingString—

    Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

26. 369 LastMsgSeqNumProcessedSeqNum—

    The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

27. HopRepeating groupCount tag 627—

    Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

    Hop definition & usage →

    1. 627 NoHopsGroup count—
    2. 628 HopCompIDString—
    3. 629 HopSendingTimeUTCTimestamp—
    4. 630 HopRefIDSeqNum—

UnderlyingInstrument definition & usage →

1. 311 UnderlyingSymbolString—
2. 312 UnderlyingSymbolSfxString—
3. 309 UnderlyingSecurityIDString—
4. 305 UnderlyingSecurityIDSourceString—
5. UndSecAltIDGrpRepeating groupCount tag 457—

   UndSecAltIDGrp definition & usage →

   1. 457 NoUnderlyingSecurityAltIDGroup count—
   2. 458 UnderlyingSecurityAltIDString—
   3. 459 UnderlyingSecurityAltIDSourceString—
6. 462 UnderlyingProductint—
7. 463 UnderlyingCFICodeString—
8. 310 UnderlyingSecurityTypeString—
9. 763 UnderlyingSecuritySubTypeString—
10. 313 UnderlyingMaturityMonthYearMonthYear—
11. 542 UnderlyingMaturityDateLocalMktDate—
12. 315 UnderlyingPutOrCallint—
13. 241 UnderlyingCouponPaymentDateLocalMktDate—
14. 242 UnderlyingIssueDateLocalMktDate—
15. 243 UnderlyingRepoCollateralSecurityTypeDeprecated FIX.4.4String—

    (Deprecated, not applicable/used for Repos)

16. 244 UnderlyingRepurchaseTermint—

    (Deprecated, not applicable/used for Repos)

17. 245 UnderlyingRepurchaseRatePercentage—

    (Deprecated, not applicable/used for Repos)

18. 246 UnderlyingFactorfloat—
19. 256 UnderlyingCreditRatingString—
20. 595 UnderlyingInstrRegistryString—
21. 592 UnderlyingCountryOfIssueCountry—
22. 593 UnderlyingStateOrProvinceOfIssueString—
23. 594 UnderlyingLocaleOfIssueString—
24. 247 UnderlyingRedemptionDateLocalMktDate—

    (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

25. 316 UnderlyingStrikePricePrice—
26. 941 UnderlyingStrikeCurrencyCurrency—
27. 317 UnderlyingOptAttributechar—
28. 436 UnderlyingContractMultiplierfloat—
29. 435 UnderlyingCouponRatePercentage—
30. 308 UnderlyingSecurityExchangeExchange—
31. 306 UnderlyingIssuerString—
32. 362 EncodedUnderlyingIssuerLenLength—
33. 363 EncodedUnderlyingIssuerdata—
34. 307 UnderlyingSecurityDescString—
35. 364 EncodedUnderlyingSecurityDescLenLength—
36. 365 EncodedUnderlyingSecurityDescdata—
37. 877 UnderlyingCPProgramString—
38. 878 UnderlyingCPRegTypeString—
39. 318 UnderlyingCurrencyCurrency—

    Specific to the <UnderlyingInstrument> (not in <Instrument>)

40. 879 UnderlyingQtyQty—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

41. 810 UnderlyingPxPrice—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

42. 882 UnderlyingDirtyPricePrice—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

43. 883 UnderlyingEndPricePrice—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

44. 884 UnderlyingStartValueAmt—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

45. 885 UnderlyingCurrentValueAmt—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

46. 886 UnderlyingEndValueAmt—

    Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

47. UnderlyingStipulationsRepeating groupCount tag 887—

    Specific to the <UnderlyingInstrument> (not in <Instrument>)

    UnderlyingStipulations definition & usage →

    1. 887 NoUnderlyingStipsGroup count—
    2. 888 UnderlyingStipTypeString—

       Required if NoUnderlyingStips >0

    3. 889 UnderlyingStipValueString—

StandardTrailer definition & usage →

1. 93 SignatureLengthLength—

   Required when trailer contains signature. Note: Not to be included within SecureData field

2. 89 Signaturedata—

   Note: Not to be included within SecureData field

3. 10 CheckSumStringRequired here

   (Always unencrypted, always last field in message)