DerivativeSecurityListRequest

From FIXwiki

Jump to: navigation, search

FIX Message DerivativeSecurityListRequest (MsgType=z)

MsgType FIX Specification First introduced Deprecated
MsgType=z PreTrade messages - SecuritiesReferenceData FIX.4.3

The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request

Subscription for security status can be optionally specified by including the SubscriptionRequestType[263] field on the message.

SecurityListRequestType[559] specifies the criteria of the request

Derivative SecurityListRequest may also be used to:

1. Request for option classes for a given market segment.

2. Allows a request all derivative securities to be made independent of Market Segment. The option classes may carry all relevant Market Segments and their corresponding trading rules.


Message Contents By FIX Version


Notes

Please post comments, clarifications, examples here. Click on the edit button on the right and away you go! 
Don't forget to refer to the FPL Discussion Groups to back up anything you write. You will often find the authoritative statements on matters of FIX specification interpretation there. Links from FIXwiki pages to relevant discussions on the FPL site are very valuable.
For example if you were writing a clarification on how to specify the "quantity" of an order in FIX, you might add the following relevant link, http://www.fixprotocol.org/discuss/read/f5014573, to back up your points.
Personal tools