FIX Message SecurityListRequest

 GF API Documentation

MsgType: x

Request to download contract specifications
Fields

Name

Type

Number

Required

Valid values

Description

SecurityReqID

STRING

320

Yes

SecurityListRequestType

INT

559

Yes

0 - SYMBOL

2 - PRODUCT

4 - ALLSECURITIES

Instrument

COMPONENT

No

 Only Symbol(55) is acceptable in this message type.

Text

STRING

58

No

Matching pattern for Symbol Lookup mode

SecurityExchange

EXCHANGE

207

No

OEC name of exchange

SymbolLookupMode

INT

12052

No

0 - ANY_INCLUSION

1 - SYMBOL_STARTS_WITH

2 - DESCRIPTION_STARTS_WITH

3 - ANY_STARTS_WITH

4 - EXACT_MATCH

MaxRecords

INT

12051

No

 This field is used to limit an amount of contract specifications in SecurityList(y)

NoSecurityTypes

GROUP

558

No

 Multiple CFICode(461) is acceptable as a filter criteria of Symbol Lookup mode

->CFICode

STRING

461

No

 Supported values:
Futures: FXXXXS
Spreads: FMXXXN
Options: OCXFXS, OPXFXS, OCXFXN, OPXFXN

ContractGroup

STRING

12054

No

 This field represents a group of contracts. For example, it can be Grains, Meats, Energies, Indices

ContractType

INT

12055

No

0 - ELECTRONIC

1 - PIT

ByBaseContractsOnly

BOOL

12056

No

 1 (TRUE) – searching will be performed across base symbols only

OptionsRequired

BOOL

12057

No

 1 (TRUE) – searching will be performed across futures that have at least one related options

UnderlyingInstrument

COMPONENT

No

 The next fields are acceptable (for Symbol Lookup mode only): UnderlyingSymbol(311), UnderlyingCFICode(463), UnderlyingMaturityMonthYear(313), UnderlyingStrikePrice(316)

SubscriptionRequestType

CHAR

263

No

0 - SNAPSHOT

1 - SNAPSHOTUPDATE

2 - UNSUBSCRIBE

U - UPDATES_ONLY

 SNAPSHOT(0), SNAPSHOTUPDATE(1), UNSUBSCRIBE(2) and UPDATES_ONLY(U) is acceptable, if SecurityListRequestType(559) equals to PRODUCT(2)
Otherwise, SNAPSHOT(0) is only option.

UpdatesSinceTimestamp

UTCTIMESTAMP

12072

No

 Requests only contract specifications that were modified on server-side after this timestamp.
SubscriptionRequestType(263) should be U (UPDATES_ONLY)
Remarks
Security List Request works in three modes:
* Symbol Lookup to get the list of symbols by a specified pattern. SecurityListRequestType(559) should be 0 (SYMBOL), Text(58) should specify a pattern
* Load symbols of specified base symbol: SecurityListRequestType(559) should be 2 (PRODUCT), base symbol should be specified in Symbol(55)
* Load base symbols by specified criteria: SecurityListRequestType(559) should be 4 (ALLSECURITIES), filter criteria can be specified in SecurityExchange(207), SecuritySubType(762), and ContractGroup(12054)

In the Symbol Lookup mode, the next fields are applicable: SymbolLookupMode(12052), NoSecurityTypes(558), ContractType(12055), ByBaseContractsOnly(12056), OptionsRequired(12057),SecurityExchange(207), SecuritySubType(762), ContractGroup(12054),UnderlyingInstrument, and Symbol(55)
Examples
Symbol Lookup, exact match
request: 8=FIX.4.4|9=103|35=x|34=5|49=username|52=20140316-23:07:40|56=OEC_TEST|58=ESH4|320=635306080606101160|559=0|12051=1|12052=4|10=066|
response: 8=FIX.4.4|9=378|35=y|34=5|49=OEC_TEST|52=20140316-23:07:39.785|56=username|146=1|55=ES|461=FXXXXS|200=201403|228=50|207=CME|107=E-Mini S&P|15=USD|126=20140321-21:29:00|341=00010101-22:00:00|344=00010101-21:15:00|345=00010101-21:15:00|969=0.25|1643=2|1645=4758|1644=11|1645=4325|1644=12|12054=Indices|12055=0|12059=ESH4|12063=2|12071=03|320=635306080606101160|322=OECFIX:635305924334768863:821|560=0|10=029|
Symbol Lookup, any matching in CME Indicies
request: 8=FIX.4.4|9=124|35=x|34=43|49=username|52=20140316-23:25:50|56=OEC_TEST|58=ES|207=CME|320=635306091505130954|559=0|12051=3|12052=3|12054=Indices|10=175|
response: 8=FIX.4.4|9=889|35=y|34=43|49=OEC_TEST|52=20140316-23:25:49.534|56=username|
          146=3|55=ES|461=FXXXXS|200=201403|228=50|207=CME|107=E-Mini S&P|15=USD|126=20140321-21:29:00|341=00010101-22:00:00|344=00010101-21:15:00|345=00010101-21:15:00|969=0.25|1643=2|1645=4758|1644=11|1645=4325|1644=12|12054=Indices|12055=0|12059=ESH4|12063=2|12071=03|
                55=ES|461=FXXXXS|200=201503|228=50|207=CME|107=E-Mini S&P|15=USD|126=20150320-21:29:00|341=00010101-22:00:00|344=00010101-21:15:00|345=00010101-21:15:00|969=0.25|1643=2|1645=4758|1644=11|1645=4325|1644=12|12054=Indices|12055=0|12059=ESH5|12063=2|12071=03|
                55=ES|461=FXXXXS|200=201406|228=50|207=CME|107=E-Mini S&P|15=USD|126=20140620-21:29:00|341=00010101-22:00:00|344=00010101-21:15:00|345=00010101-21:15:00|969=0.25|1643=2|1645=4758|1644=11|1645=4325|1644=12|12054=Indices|12055=0|12059=ESM4|12063=2|12071=03|
                320=635306091505130954|322=OECFIX:635305924334768863:823|560=0|10=196|
See Also

Other Resources

SecurityList(y)
SecurityDefinition(d)
SecurityDefinitionRequest(c)