Table 23: SecurityListRequest (x) message
| Tag | Name | Req | Type | Description |
|---|---|---|---|---|
| < Standard Header > | Y | 35 = x | ||
| 320 | SecurityReqID | Y | String | Unique ID associated with this request. |
| 336 | TradingSessionID | N | String | Used to filter for instruments by market state (CLOSED, OPEN, PREOPEN, SUSPENDED, EXPIRED, TERMINATED, HALTED, MATCH_AND_CLOSE_AUCTION) |
| 559 | SecurityListRequestType | Y | int | The type of request being made (0=Individual symbol, 4=All Securities) |
| 55 | Symbol | C | String | Required if SecurityListRequestType (559) = 0 (individual security) |
| < Standard Trailer > | Y |
Table 24: SecurityList (y) message
| Tag | Name | Req | Type | Description |
|---|---|---|---|---|
| < Standard Header > | Y | 35 = y | ||
| 320 | SecurityReqID | Y | String | The unique SecurityReqID (320) sent on the request. |
| 322 | SecurityResponseID | Y | String | Unique ID for this response. Typically a 13 character alphanumeric string. |
| 560 | SecurityRequestResult | Y | int | The status of the request (0=Valid, 1=Invalid/unsupported, 3=Not authorized) |
| 146 | NoRelatedSym | C | NumInGroup | Number of instruments to be returned. Only present for valid requests. |
| → 55 | Symbol | Y | String | Instrument symbol |
| → 48 | SecurityID | Y | String | Will always equal Symbol (55) |
| → 22 | SecurityIDSource | Y | int | 8 = Exchange symbol |
| → 167 | SecurityType | N | String | Type of instrument (CS, FUT, FXSPOT, FXSWAP, OOF, OPT, NONE) |
| → 231 | ContractMultiplier | N | float | The ratio or multiplier to convert from “nominal” units (e.g. contracts) to total units (e.g. shares). Applicable for Fixed Income, Derivatives, etc. |
| → 864 | NoEvents | Y | NumInGroup | Number of repeating EventType entries. Will always be 1. |
| →→ 865 | EventType | Y | int | Code to represent the type of event (5=Activation) |
| →→ 866 | EventDate | Y | LocalMktDate | Date that the instrument first started (or will start) trading on the exchange in YYYYMMDD format. |
| →→ 868 | EventText | Y | String | Event string. Always ‘StartDate’. |
| → 969 | MinPriceIncrement | Y | float | Minimum price increment (tick size) |
| → 1151 | SecurityGroup | Y | String | The name of the group of securities to which this instrument belongs. |
| → 562 | MinTradeVol | Y | Qty | The minimum quantity allowed on an order. This field can be a decimal, indicating the ability to trade fractional shares of this instrument. |
| → 15 | Currency | Y | Currency | Currency for the instrument. |
| < Standard Trailer > | Y |
Figure 16: Request form security reference data
