Skip to main content

SecurityListRequest (35=x)

Security List is an aggregation of instrument definitions. It is useful when the FIX Client want get all instrument definitions, or expect to get numerous instrument definitions in one go. The FIX Client should send a Security List Request (35=x) message to the gateway.

Response Attributes: See SecurityList for details.

Request​

Body

required
    SecurityReqID Tag 320 (string)required

    The unique identifier of this request

    SecurityListRequestType Tag 559 (integer)required

    Required for snapshot and/or subscribe. Valid values: 0 = Symbol (tag55)

    SubscriptionRequestType Tag 263 (string)required

    Possible values: [0, 1, 2]

    Valid values: 0 = Snapshot, 1 = Snapshot and subscribe the security list changes, 2 = Unsubscribe

    MsgType Tag 35 (string)

    Possible values: [x]

    Message Type = x (Security List Request)

Security list
Schema
    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. Common, "human understood" representation of the security. SecurityID (48) 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.

    NoInstrAttrib Tag 870 (integer)

    Possible values: >= 1

    Number of repeating InstrAttribType entries.

    InstrAttribGrp object[]
  • Array [
    • InstrAttribType integer

    Code to represent the type of instrument attribute

    InstrAttribValue string

    Attribute value appropriate to the InstrAttribType (871) field.

  • ]
    • MsgType Tag 35 (string)

    Possible values: [y]

    Message Type = y (Security List)

    Symbol

    The fully qualified product symbol

    NoInstrAttrib

    Number of repeating InstrAttrib group entries.

    InstrAttribType

    Type of instrument attribute. Valid values:

    • 1000=Display name
    • 1001=Base currency
    • 1002=Quote currency
    • 1003=Quantity Decimal
    • 1004=Quote Decimal
    • 1005=Price ticksize
    • 1006=Quantity ticksize
    • 1007=Max leverage
    • 1008=Tradable
    • 1009=Expiry timestamp ms
    • 1010=Beta Product
    • 1011=Margin Buy Enabled
    • 1012=Margin Sell Enabled
    InstrAttribValue

    Value of instrument attribute, if applicable