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SecurityList (35=y)

After receiving (35=x), the Gateway will acknowledge this message by sending one or more Security List (35=y) message, because the gateway divides the list of instruments into chunks, and each chunk will construct a Security List (35=y) message so as to avoid an excessively large Security List (35=y) message. The subscribed clients will be sent a Security Definition (35=d) message for each new instrument. ie. One instrument with one (35=y) only.
Security list received
Schema
    StandardHeader objectrequired
    The header identifies the message type, length, destination, sequence number, origination point and time. Every FIX message begins with a Standard Header.
    BeginString Tag 8 (string)required

    Must be "FIX.4.4"

    BodyLength Tag 9 (integer)required

    Length of the message body in bytes

    MsgType Tag 35 (string)required

    Message Type

    MsgSeqNum Tag 34 (integer)required

    Integer message sequence number

    PossDupFlag Tag 43 (boolean)

    Indicates possible retransmission of message with this sequence number. If a message with this sequence number has been previously received, ignore message; if not, process normally.

    SenderCompID Tag 49 (string)required

    See FIX Endpoints for details

    TargetCompID Tag 56 (string)required

    See FIX Endpoints for details

    SendingTime Tag 52 (date-time)required

    Time when the message is being sent out from FIX Gateway

    PossResend Tag 97 (boolean)

    Indicates that message may contain information sent under another sequence number. Forward message to application and determine if previously received (i.e. verify order id and parameters).

    SecurityReqID Tag 320 (string)required

    The unique identifier of Security List. i.e. From (35=x) request message

    SecurityResponseID Tag 322 (string)required

    Identifier for the Security List response message

    SecurityRequestResult Tag 560 (integer)required

    Valid values: 0 = Valid, 2 = Not found, 3 = Not authorised, 4 = Unavailable

    LastFragment Tag 893 (string)required

    Possible values: [Y, N]

    Y = Last message in a sequence of messages. N = Not last message in a sequence of messages

    NoRelatedSym Tag 146 (integer)required

    Possible values: >= 1

    Specifies the number of repeating symbols (instruments) specified

    SecListGrp objectrequired
    Symbol Tag 55 (string)required

    Ticker symbol

    NoInstrAttrib Tag 870 (integer)

    Possible values: >= 1

    Number of repeating InstrAttribType entries.

    InstrAttribGrp object[]
  • Array [
    • InstrAttribType Tag 871 (integer)

    Code to represent the type of instrument attribute

    InstrAttribValue Tag 872 (string)

    Attribute value appropriate to the InstrAttribType (871) field.

  • ]
    • StandardTrailer objectrequired
    Each FIX message is terminated by a Standard Trailer as a message delimiter as well as containing the checksum value.
    CheckSum Tag 10 (string)required

    Three bytes, simple checksum. Always last field in message