ZagTrader

FIX 4.3 Derivative Security List (35=AA)

Derivative Security List (35=AA) is a FIX 4.3 application message. In FIX 4.3 it has 3 required body fields.

MsgType (tag 35)
AA
Name in FIX 4.3
DerivativeSecurityList
Category
Application
Required body fields
3

Fields in FIX 4.3

Body fields in the order the FIX 4.3 definition lists them. A repeating group starts with its counter field (NoXxx), followed by the fields of each entry, indented. A field inside an optional component or group is required only when that component or group is present.

TagFieldRequired
320SecurityReqIDRequired
322SecurityResponseIDRequired
560SecurityRequestResultRequired
Component UnderlyingInstrumentOptional
311UnderlyingSymbolOptional
312UnderlyingSymbolSfxOptional
309UnderlyingSecurityIDOptional
305UnderlyingSecurityIDSourceOptional
457NoUnderlyingSecurityAltID (repeating group)Optional
458UnderlyingSecurityAltIDOptional
459UnderlyingSecurityAltIDSourceOptional
462UnderlyingProductOptional
463UnderlyingCFICodeOptional
310UnderlyingSecurityTypeOptional
313UnderlyingMaturityMonthYearOptional
542UnderlyingMaturityDateOptional
315UnderlyingPutOrCallOptional
241UnderlyingCouponPaymentDateOptional
242UnderlyingIssueDateOptional
243UnderlyingRepoCollateralSecurityTypeOptional
244UnderlyingRepurchaseTermOptional
245UnderlyingRepurchaseRateOptional
246UnderlyingFactorOptional
256UnderlyingCreditRatingOptional
595UnderlyingInstrRegistryOptional
592UnderlyingCountryOfIssueOptional
593UnderlyingStateOrProvinceOfIssueOptional
594UnderlyingLocaleOfIssueOptional
247UnderlyingRedemptionDateOptional
316UnderlyingStrikePriceOptional
317UnderlyingOptAttributeOptional
436UnderlyingContractMultiplierOptional
435UnderlyingCouponRateOptional
308UnderlyingSecurityExchangeOptional
306UnderlyingIssuerOptional
362EncodedUnderlyingIssuerLenOptional
363EncodedUnderlyingIssuerOptional
307UnderlyingSecurityDescOptional
364EncodedUnderlyingSecurityDescLenOptional
365EncodedUnderlyingSecurityDescOptional
393TotalNumSecuritiesOptional
146NoRelatedSym (repeating group)Optional
Component InstrumentOptional
55SymbolOptional
65SymbolSfxOptional
48SecurityIDOptional
22SecurityIDSourceOptional
454NoSecurityAltID (repeating group)Optional
455SecurityAltIDOptional
456SecurityAltIDSourceOptional
460ProductOptional
461CFICodeOptional
167SecurityTypeOptional
200MaturityMonthYearOptional
541MaturityDateOptional
224CouponPaymentDateOptional
225IssueDateOptional
239RepoCollateralSecurityTypeOptional
226RepurchaseTermOptional
227RepurchaseRateOptional
228FactorOptional
255CreditRatingOptional
543InstrRegistryOptional
470CountryOfIssueOptional
471StateOrProvinceOfIssueOptional
472LocaleOfIssueOptional
240RedemptionDateOptional
202StrikePriceOptional
206OptAttributeOptional
231ContractMultiplierOptional
223CouponRateOptional
207SecurityExchangeOptional
106IssuerOptional
348EncodedIssuerLenOptional
349EncodedIssuerOptional
107SecurityDescOptional
350EncodedSecurityDescLenOptional
351EncodedSecurityDescOptional
15CurrencyOptional
555NoLegs (repeating group)Optional
Component InstrumentLegOptional
600LegSymbolOptional
601LegSymbolSfxOptional
602LegSecurityIDOptional
603LegSecurityIDSourceOptional
604NoLegSecurityAltID (repeating group)Optional
605LegSecurityAltIDOptional
606LegSecurityAltIDSourceOptional
607LegProductOptional
608LegCFICodeOptional
609LegSecurityTypeOptional
610LegMaturityMonthYearOptional
611LegMaturityDateOptional
248LegCouponPaymentDateOptional
249LegIssueDateOptional
250LegRepoCollateralSecurityTypeOptional
251LegRepurchaseTermOptional
252LegRepurchaseRateOptional
253LegFactorOptional
257LegCreditRatingOptional
599LegInstrRegistryOptional
596LegCountryOfIssueOptional
597LegStateOrProvinceOfIssueOptional
598LegLocaleOfIssueOptional
254LegRedemptionDateOptional
612LegStrikePriceOptional
613LegOptAttributeOptional
614LegContractMultiplierOptional
615LegCouponRateOptional
616LegSecurityExchangeOptional
617LegIssuerOptional
618EncodedLegIssuerLenOptional
619EncodedLegIssuerOptional
620LegSecurityDescOptional
621EncodedLegSecurityDescLenOptional
622EncodedLegSecurityDescOptional
623LegRatioQtyOptional
624LegSideOptional
556LegCurrencyOptional
336TradingSessionIDOptional
625TradingSessionSubIDOptional
58TextOptional
354EncodedTextLenOptional
355EncodedTextOptional

Every message also carries the FIX 4.3 standard header (BeginString, BodyLength, MsgType, SenderCompID, TargetCompID, MsgSeqNum, SendingTime and others) and ends with CheckSum (10).

Also in other versions

Derivative Security List across all FIX versions

Decode a Derivative Security List message

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.