Definition
The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request.
Message structure 4098 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
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StandardHeaderComponentRequired
MsgType = AA
StandardHeader definition & usage →
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ApplicationSequenceControlComponent—
ApplicationSequenceControl definition & usage →
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Identifier for the Derivative Security List message
Result of the Security Request identified by SecurityReqID
Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported).
UnderlyingInstrumentComponent—
Underlying security for which derivatives are being returned
UnderlyingInstrument definition & usage →
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DerivativeSecurityDefinitionComponent—
Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block.
DerivativeSecurityDefinition definition & usage →
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Represents the time at which a security was last updated
Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
RelSymDerivSecGrpRepeating groupCount tag 146—
Specifies the number of repeating symbols (instruments) specified
RelSymDerivSecGrp definition & usage →
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StandardTrailerComponentRequired
StandardTrailer definition & usage →
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