DerivativeSecurityListRequest

StandardHeader definition & usage →

1. 8 BeginStringStringRequired here

   FIXT.1.1 (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. 1128 ApplVerIDString—

   Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

5. 1156 ApplExtIDint—
6. 1129 CstmApplVerIDString—

   Used to support bilaterally agreed custom functionality

7. 49 SenderCompIDStringRequired here

   (Always unencrypted)

8. 56 TargetCompIDStringRequired here

   (Always unencrypted)

9. 115 OnBehalfOfCompIDString—

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

10. 128 DeliverToCompIDString—

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

11. 90 SecureDataLenDeprecated FIXT.1.1Length—

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

12. 91 SecureDataDeprecated FIXT.1.1data—

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

13. 34 MsgSeqNumSeqNumRequired here

    (Can be embedded within encrypted data section.)

14. 50 SenderSubIDString—

    (Can be embedded within encrypted data section.)

15. 142 SenderLocationIDString—

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

16. 57 TargetSubIDString—

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

17. 143 TargetLocationIDString—

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

18. 116 OnBehalfOfSubIDString—

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

19. 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.)

20. 129 DeliverToSubIDString—

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

21. 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.)

22. 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.)

23. 97 PossResendBoolean—

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

24. 52 SendingTimeUTCTimestampRequired here

    (Can be embedded within encrypted data section.)

25. 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.)

26. 212 XmlDataLenLength—

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

27. 213 XmlDatadata—

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

28. 347 MessageEncodingString—

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

29. 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.

30. HopGrpRepeating 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.

    HopGrp 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. 1213 UnderlyingMaturityTimeTZTimeOnly—
13. 241 UnderlyingCouponPaymentDateLocalMktDate—
14. 1453 UnderlyingRestructuringTypeString—
15. 1454 UnderlyingSeniorityString—
16. 1455 UnderlyingNotionalPercentageOutstandingPercentage—
17. 1456 UnderlyingOriginalNotionalPercentageOutstandingPercentage—
18. 1459 UnderlyingAttachmentPointPercentage—
19. 1460 UnderlyingDetachmentPointPercentage—
20. 242 UnderlyingIssueDateLocalMktDate—
21. 243 UnderlyingRepoCollateralSecurityTypeDeprecated FIX.4.4String—
22. 244 UnderlyingRepurchaseTermDeprecated FIX.4.4int—
23. 245 UnderlyingRepurchaseRateDeprecated FIX.4.4Percentage—
24. 246 UnderlyingFactorfloat—
25. 256 UnderlyingCreditRatingString—
26. 595 UnderlyingInstrRegistryString—
27. 592 UnderlyingCountryOfIssueCountry—
28. 593 UnderlyingStateOrProvinceOfIssueString—
29. 594 UnderlyingLocaleOfIssueString—
30. 247 UnderlyingRedemptionDateDeprecated FIX.4.4LocalMktDate—
31. 316 UnderlyingStrikePricePrice—
32. 941 UnderlyingStrikeCurrencyCurrency—
33. 317 UnderlyingOptAttributechar—
34. 436 UnderlyingContractMultiplierfloat—
35. 1437 UnderlyingContractMultiplierUnitint—
36. 1441 UnderlyingFlowScheduleTypeint—
37. 998 UnderlyingUnitOfMeasureString—
38. 1423 UnderlyingUnitOfMeasureQtyQty—
39. 1424 UnderlyingPriceUnitOfMeasureString—
40. 1425 UnderlyingPriceUnitOfMeasureQtyQty—
41. 1000 UnderlyingTimeUnitString—

    Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

42. 1419 UnderlyingExerciseStyleint—
43. 435 UnderlyingCouponRatePercentage—
44. 308 UnderlyingSecurityExchangeExchange—
45. 306 UnderlyingIssuerString—
46. 362 EncodedUnderlyingIssuerLenLength—
47. 363 EncodedUnderlyingIssuerdata—
48. 307 UnderlyingSecurityDescString—
49. 364 EncodedUnderlyingSecurityDescLenLength—
50. 365 EncodedUnderlyingSecurityDescdata—
51. 877 UnderlyingCPProgramString—
52. 878 UnderlyingCPRegTypeString—
53. 972 UnderlyingAllocationPercentPercentage—

    Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.

54. 318 UnderlyingCurrencyCurrency—

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

55. 879 UnderlyingQtyQty—

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

56. 975 UnderlyingSettlementTypeint—

    Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.

57. 973 UnderlyingCashAmountAmt—

    Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.

58. 974 UnderlyingCashTypeString—

    Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)

59. 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.

60. 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

61. 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.

62. 884 UnderlyingStartValueAmt—

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

63. 885 UnderlyingCurrentValueAmt—

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

64. 886 UnderlyingEndValueAmt—

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

65. 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—
66. 1044 UnderlyingAdjustedQuantityQty—

    Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).

67. 1045 UnderlyingFXRatefloat—

    Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).

68. 1046 UnderlyingFXRateCalcchar—

    Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).

69. 1038 UnderlyingCapValueAmt—
70. UndlyInstrumentPartiesRepeating groupCount tag 1058—

    UndlyInstrumentParties definition & usage →

    1. 1058 NoUndlyInstrumentPartiesGroup count—

       Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

    2. 1059 UnderlyingInstrumentPartyIDString—

       Used to identify party id related to instrument

    3. 1060 UnderlyingInstrumentPartyIDSourcechar—

       Used to identify source of instrument party id

    4. 1061 UnderlyingInstrumentPartyRoleint—

       Used to identify the role of instrument party id

    5. UndlyInstrumentPtysSubGrpRepeating groupCount tag 1062—

       Repeating group of InstrumentParty sub-identifiers.

       UndlyInstrumentPtysSubGrp definition & usage →

       1. 1062 NoUndlyInstrumentPartySubIDsGroup count—
       2. 1063 UnderlyingInstrumentPartySubIDString—
       3. 1064 UnderlyingInstrumentPartySubIDTypeint—
71. 1039 UnderlyingSettlMethodString—
72. 315 UnderlyingPutOrCallint—

    Used to express option right

DerivativeInstrument definition & usage →

1. 1214 DerivativeSymbolString—

   Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.

2. 1215 DerivativeSymbolSfxString—

   Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

3. 1216 DerivativeSecurityIDString—

   Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

4. 1217 DerivativeSecurityIDSourceString—

   Required if SecurityID is specified.

5. DerivativeSecurityAltIDGrpRepeating groupCount tag 1218—

   DerivativeSecurityAltIDGrp definition & usage →

   1. 1218 NoDerivativeSecurityAltIDGroup count—
   2. 1219 DerivativeSecurityAltIDString—
   3. 1220 DerivativeSecurityAltIDSourceString—
6. 1246 DerivativeProductint—

   Indicates the type of product the security is associated with (high-level category)

7. 1228 DerivativeProductComplexString—

   Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

8. 1243 DerivFlexProductEligibilityIndicatorBoolean—

   Used to indicate if a product or group of product supports the creation of flexible securities

9. 1247 DerivativeSecurityGroupString—

   An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.

10. 1248 DerivativeCFICodeString—

    Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

11. 1249 DerivativeSecurityTypeString—

    It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

12. 1250 DerivativeSecuritySubTypeString—

    Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required.

13. 1251 DerivativeMaturityMonthYearMonthYear—

    Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified.

14. 1252 DerivativeMaturityDateLocalMktDate—

    Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.

15. 1253 DerivativeMaturityTimeTZTimeOnly—
16. 1254 DerivativeSettleOnOpenFlagString—

    Indicator to determine if Instrument is Settle on Open.

17. 1255 DerivativeInstrmtAssignmentMethodchar—
18. 1256 DerivativeSecurityStatusString—

    Gives the current state of the instrument

19. 1276 DerivativeIssueDateLocalMktDate—

    Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

20. 1257 DerivativeInstrRegistryString—

    The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

21. 1258 DerivativeCountryOfIssueCountry—

    ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

22. 1259 DerivativeStateOrProvinceOfIssueString—

    A two-character state or province abbreviation.

23. 1260 DerivativeLocaleOfIssueString—

    The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

24. 1261 DerivativeStrikePricePrice—

    Used for derivatives, such as options and covered warrants

25. 1262 DerivativeStrikeCurrencyCurrency—

    Used for derivatives

26. 1263 DerivativeStrikeMultiplierfloat—

    Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.

27. 1264 DerivativeStrikeValuefloat—

    Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.

28. 1265 DerivativeOptAttributechar—

    Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.

29. 1266 DerivativeContractMultiplierfloat—

    For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

30. 1438 DerivativeContractMultiplierUnitint—
31. 1442 DerivativeFlowScheduleTypeint—
32. 1267 DerivativeMinPriceIncrementfloat—

    Minimum price increment for the instrument. Could also be used to represent tick value.

33. 1268 DerivativeMinPriceIncrementAmountAmt—

    Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]

34. 1269 DerivativeUnitOfMeasureString—
35. 1270 DerivativeUnitOfMeasureQtyQty—
36. 1315 DerivativePriceUnitOfMeasureString—
37. 1316 DerivativePriceUnitOfMeasureQtyQty—
38. 1317 DerivativeSettlMethodchar—

    Settlement method for a contract. Can be used as an alternative to CFI Code value

39. 1318 DerivativePriceQuoteMethodString—

    Method for price quotation

40. 1319 DerivativeValuationMethodString—

    For futures, indicates type of valuation method applied

41. 1320 DerivativeListMethodint—

    Indicates whether strikes are pre-listed only or can also be defined via user request

42. 1321 DerivativeCapPricePrice—

    Used to express the ceiling price of a capped call

43. 1322 DerivativeFloorPricePrice—

    Used to express the floor price of a capped put

44. 1323 DerivativePutOrCallint—
45. 1299 DerivativeExerciseStylechar—

    Type of exercise of a derivatives security

46. 1225 DerivativeOptPayAmountAmt—

    Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount

47. 1271 DerivativeTimeUnitString—

    Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)

48. 1272 DerivativeSecurityExchangeExchange—

    Can be used to identify the security.

49. 1273 DerivativePositionLimitint—

    Position Limit for the instrument.

50. 1274 DerivativeNTPositionLimitint—

    Near-term Position Limit for the instrument.

51. 1275 DerivativeIssuerString—
52. 1277 DerivativeEncodedIssuerLenLength—

    Must be set if EncodedIssuer field is specified and must immediately precede it.

53. 1278 DerivativeEncodedIssuerdata—

    Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

54. 1279 DerivativeSecurityDescString—
55. 1280 DerivativeEncodedSecurityDescLenLength—

    Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

56. 1281 DerivativeEncodedSecurityDescdata—

    Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

57. DerivativeSecurityXMLComponent—

    Embedded XML document describing security.

    DerivativeSecurityXML definition & usage →

    1. 1282 DerivativeSecurityXMLLenLength—

       Must be set if SecurityXML field is specified andd must immediately precede it.

    2. 1283 DerivativeSecurityXMLdata—

       XML Data Stream describing the Security.

    3. 1284 DerivativeSecurityXMLSchemaString—

       XML Schema used to validate the XML used to describe the Security.

58. 1285 DerivativeContractSettlMonthMonthYear—

    Must be present for MBS or TBA

59. DerivativeEventsGrpRepeating groupCount tag 1286—

    DerivativeEventsGrp definition & usage →

    1. 1286 NoDerivativeEventsGroup count—
    2. 1287 DerivativeEventTypeint—

       Indicates type of event describing security

    3. 1288 DerivativeEventDateLocalMktDate—
    4. 1289 DerivativeEventTimeUTCTimestamp—

       Specific time of event. To be used in combination with EventDate [1288]

    5. 1290 DerivativeEventPxPrice—
    6. 1291 DerivativeEventTextString—
60. DerivativeInstrumentPartiesRepeating groupCount tag 1292—

    DerivativeInstrumentParties definition & usage →

    1. 1292 NoDerivativeInstrumentPartiesGroup count—

       Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole

    2. 1293 DerivativeInstrumentPartyIDString—

       Used to identify party id related to instrument series

    3. 1294 DerivativeInstrumentPartyIDSourceString—

       Used to identify source of instrument series party id

    4. 1295 DerivativeInstrumentPartyRoleint—

       Used to identify the role of instrument series party id

    5. DerivativeInstrumentPartySubIDsGrpRepeating groupCount tag 1296—

       DerivativeInstrumentPartySubIDsGrp definition & usage →

       1. 1296 NoDerivativeInstrumentPartySubIDsGroup count—
       2. 1297 DerivativeInstrumentPartySubIDString—
       3. 1298 DerivativeInstrumentPartySubIDTypeint—

StandardTrailer definition & usage →

1. 93 SignatureLengthDeprecated FIXT.1.1Length—

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

2. 89 SignatureDeprecated FIXT.1.1data—

   Note: Not to be included within SecureData field

3. 10 CheckSumStringRequired here

   (Always unencrypted, always last field in message)