| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| Component Block <Standard Header> | Y | MsgType = AA (2 A's)
| |||
| 320 | SecurityReqID | Y |
| ||
| 322 | SecurityResponseID | Y | Identifier for the Derivative Security List message
| ||
| 560 | SecurityRequestResult | Y | Result of the Security Request identified by SecurityReqID
| ||
| Component Block <Underlying Instrument> | N | Underlying security for which derivatives are being returned
| |||
| 393 | TotNoRelatedSym | N | Used to indicate if the total number of securities being returned for this request. Used in the event that message fragmentation is required.
| ||
| 893 | LastFragment | N | Indicates if this message in a fragmented response
| ||
| 146 | NoRelatedSym | N | Specifies the number of repeating symbols (instruments) specified
| ||
 |
Component Block <Instrument> | N | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
of the requested Security
| ||
|
15 | Currency | N |
| |
|
827 | ExpirationCycle | N |
| |
|
Component Block <Instrument Extension> | N | Insert here the set of "InstrumentExtension" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
| ||
|
555 | NoLegs | N | Number of legs that make up the Security
| |
|
|
Component Block <Instrument Leg> | N | Insert here the set of "Instrument Legs" (leg symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Required if NoLegs > 0
| |
|
336 | TradingSessionID | N |
| |
|
625 | TradingSessionSubID | N |
| |
|
58 | Text | N | Comment, instructions, or other identifying information.
| |
|
354 | EncodedTextLen | N | Must be set if EncodedText field is specified and must immediately precede it.
| |
|
355 | EncodedText | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
| |
| Component Block <Standard Trailer> | Y |
| |||
| XML DTD | |||||
| <!ENTITY % DerivSecListCustom "" > <!ENTITY % DerivSecListContent "SecReqID, SecRspID, SecReqRslt, UndInstrmt?, TotNoReltdSym?, LastFragment?, RelSymDerivSecGrp* %DerivSecListCustom;" > <!ELEMENT DerivSecList (%DerivSecListContent;)> <!ATTLIST DerivSecList FIXMsgType_ENUM CDATA #FIXED "AA" Category CDATA #FIXED "SecurityAndTradingSessionDefinitionOrStatus" FIXSpecVolume CDATA #FIXED 'Volume3' FullName CDATA #FIXED "DerivativeSecurityList" ComponentType CDATA #FIXED "Message" > | |||||