FIX 5.0 SP1 Derivative Security List (35=AA)

Derivative Security List (35=AA) is a FIX 5.0 SP1 application message. In FIX 5.0 SP1 it has 1 required body field.

MsgType (tag 35): AA
Name in FIX 5.0 SP1: DerivativeSecurityList
Category: Application
Required body fields: 1

Fields in FIX 5.0 SP1

Body fields in the order the FIX 5.0 SP1 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.

Tag	Field	Required
	Component ApplicationSequenceControl	Optional
1180	ApplID	Optional
1181	ApplSeqNum	Optional
1350	ApplLastSeqNum	Optional
1352	ApplResendFlag	Optional
320	SecurityReqID	Optional
322	SecurityResponseID	Required
560	SecurityRequestResult	Optional
	Component UnderlyingInstrument	Optional
311	UnderlyingSymbol	Optional
312	UnderlyingSymbolSfx	Optional
309	UnderlyingSecurityID	Optional
305	UnderlyingSecurityIDSource	Optional
	Component UndSecAltIDGrp	Optional
457	NoUnderlyingSecurityAltID (repeating group)	Optional
458	UnderlyingSecurityAltID	Optional
459	UnderlyingSecurityAltIDSource	Optional
462	UnderlyingProduct	Optional
463	UnderlyingCFICode	Optional
310	UnderlyingSecurityType	Optional
763	UnderlyingSecuritySubType	Optional
313	UnderlyingMaturityMonthYear	Optional
542	UnderlyingMaturityDate	Optional
1213	UnderlyingMaturityTime	Optional
241	UnderlyingCouponPaymentDate	Optional
242	UnderlyingIssueDate	Optional
243	UnderlyingRepoCollateralSecurityType	Optional
244	UnderlyingRepurchaseTerm	Optional
245	UnderlyingRepurchaseRate	Optional
246	UnderlyingFactor	Optional
256	UnderlyingCreditRating	Optional
595	UnderlyingInstrRegistry	Optional
592	UnderlyingCountryOfIssue	Optional
593	UnderlyingStateOrProvinceOfIssue	Optional
594	UnderlyingLocaleOfIssue	Optional
247	UnderlyingRedemptionDate	Optional
316	UnderlyingStrikePrice	Optional
941	UnderlyingStrikeCurrency	Optional
317	UnderlyingOptAttribute	Optional
436	UnderlyingContractMultiplier	Optional
998	UnderlyingUnitOfMeasure	Optional
1423	UnderlyingUnitOfMeasureQty	Optional
1424	UnderlyingPriceUnitOfMeasure	Optional
1425	UnderlyingPriceUnitOfMeasureQty	Optional
1000	UnderlyingTimeUnit	Optional
1419	UnderlyingExerciseStyle	Optional
435	UnderlyingCouponRate	Optional
308	UnderlyingSecurityExchange	Optional
306	UnderlyingIssuer	Optional
362	EncodedUnderlyingIssuerLen	Optional
363	EncodedUnderlyingIssuer	Optional
307	UnderlyingSecurityDesc	Optional
364	EncodedUnderlyingSecurityDescLen	Optional
365	EncodedUnderlyingSecurityDesc	Optional
877	UnderlyingCPProgram	Optional
878	UnderlyingCPRegType	Optional
972	UnderlyingAllocationPercent	Optional
318	UnderlyingCurrency	Optional
879	UnderlyingQty	Optional
975	UnderlyingSettlementType	Optional
973	UnderlyingCashAmount	Optional
974	UnderlyingCashType	Optional
810	UnderlyingPx	Optional
882	UnderlyingDirtyPrice	Optional
883	UnderlyingEndPrice	Optional
884	UnderlyingStartValue	Optional
885	UnderlyingCurrentValue	Optional
886	UnderlyingEndValue	Optional
	Component UnderlyingStipulations	Optional
887	NoUnderlyingStips (repeating group)	Optional
888	UnderlyingStipType	Optional
889	UnderlyingStipValue	Optional
1044	UnderlyingAdjustedQuantity	Optional
1045	UnderlyingFXRate	Optional
1046	UnderlyingFXRateCalc	Optional
1038	UnderlyingCapValue	Optional
	Component UndlyInstrumentParties	Optional
1058	NoUndlyInstrumentParties (repeating group)	Optional
1059	UndlyInstrumentPartyID	Optional
1060	UndlyInstrumentPartyIDSource	Optional
1061	UndlyInstrumentPartyRole	Optional
	Component UndlyInstrumentPtysSubGrp	Optional
1062	NoUndlyInstrumentPartySubIDs (repeating group)	Optional
1063	UndlyInstrumentPartySubID	Optional
1064	UndlyInstrumentPartySubIDType	Optional
1039	UnderlyingSettlMethod	Optional
315	UnderlyingPutOrCall	Optional
	Component DerivativeSecurityDefinition	Optional
	Component DerivativeInstrument	Optional
1214	DerivativeSymbol	Optional
1215	DerivativeSymbolSfx	Optional
1216	DerivativeSecurityID	Optional
1217	DerivativeSecurityIDSource	Optional
	Component DerivativeSecurityAltIDGrp	Optional
1218	NoDerivativeSecurityAltID (repeating group)	Optional
1219	DerivativeSecurityAltID	Optional
1220	DerivativeSecurityAltIDSource	Optional
1246	DerivativeProduct	Optional
1228	DerivativeProductComplex	Optional
1243	DerivFlexProductEligibilityIndicator	Optional
1247	DerivativeSecurityGroup	Optional
1248	DerivativeCFICode	Optional
1249	DerivativeSecurityType	Optional
1250	DerivativeSecuritySubType	Optional
1251	DerivativeMaturityMonthYear	Optional
1252	DerivativeMaturityDate	Optional
1253	DerivativeMaturityTime	Optional
1254	DerivativeSettleOnOpenFlag	Optional
1255	DerivativeInstrmtAssignmentMethod	Optional
1256	DerivativeSecurityStatus	Optional
1276	DerivativeIssueDate	Optional
1257	DerivativeInstrRegistry	Optional
1258	DerivativeCountryOfIssue	Optional
1259	DerivativeStateOrProvinceOfIssue	Optional
1260	DerivativeLocaleOfIssue	Optional
1261	DerivativeStrikePrice	Optional
1262	DerivativeStrikeCurrency	Optional
1263	DerivativeStrikeMultiplier	Optional
1264	DerivativeStrikeValue	Optional
1265	DerivativeOptAttribute	Optional
1266	DerivativeContractMultiplier	Optional
1267	DerivativeMinPriceIncrement	Optional
1268	DerivativeMinPriceIncrementAmount	Optional
1269	DerivativeUnitOfMeasure	Optional
1270	DerivativeUnitOfMeasureQty	Optional
1315	DerivativePriceUnitOfMeasure	Optional
1316	DerivativePriceUnitOfMeasureQty	Optional
1317	DerivativeSettlMethod	Optional
1318	DerivativePriceQuoteMethod	Optional
1319	DerivativeFuturesValuationMethod	Optional
1320	DerivativeListMethod	Optional
1321	DerivativeCapPrice	Optional
1322	DerivativeFloorPrice	Optional
1323	DerivativePutOrCall	Optional
1299	DerivativeExerciseStyle	Optional
1225	DerivativeOptPayAmount	Optional
1271	DerivativeTimeUnit	Optional
1272	DerivativeSecurityExchange	Optional
1273	DerivativePositionLimit	Optional
1274	DerivativeNTPositionLimit	Optional
1275	DerivativeIssuer	Optional
1277	DerivativeEncodedIssuerLen	Optional
1278	DerivativeEncodedIssuer	Optional
1279	DerivativeSecurityDesc	Optional
1280	DerivativeEncodedSecurityDescLen	Optional
1281	DerivativeEncodedSecurityDesc	Optional
	Component DerivativeSecurityXML	Optional
1282	DerivativeSecurityXMLLen	Optional
1283	DerivativeSecurityXML	Optional
1284	DerivativeSecurityXMLSchema	Optional
1285	DerivativeContractSettlMonth	Optional
	Component DerivativeEventsGrp	Optional
1286	NoDerivativeEvents (repeating group)	Optional
1287	DerivativeEventType	Optional
1288	DerivativeEventDate	Optional
1289	DerivativeEventTime	Optional
1290	DerivativeEventPx	Optional
1291	DerivativeEventText	Optional
	Component DerivativeInstrumentParties	Optional
1292	NoDerivativeInstrumentParties (repeating group)	Optional
1293	DerivativeInstrumentPartyID	Optional
1294	DerivativeInstrumentPartyIDSource	Optional
1295	DerivativeInstrumentPartyRole	Optional
	Component DerivativeInstrumentPartySubIDsGrp	Optional
1296	NoDerivativeInstrumentPartySubIDs (repeating group)	Optional
1297	DerivativeInstrumentPartySubID	Optional
1298	DerivativeInstrumentPartySubIDType	Optional
	Component DerivativeInstrumentAttribute	Optional
1311	NoDerivativeInstrAttrib (repeating group)	Optional
1313	DerivativeInstrAttribType	Optional
1314	DerivativeInstrAttribValue	Optional
	Component MarketSegmentGrp	Optional
1310	NoMarketSegments (repeating group)	Optional
1301	MarketID	Optional
1300	MarketSegmentID	Optional
	Component SecurityTradingRules	Optional
	Component BaseTradingRules	Optional
	Component TickRules	Optional
1205	NoTickRules (repeating group)	Optional
1206	StartTickPriceRange	Optional
1207	EndTickPriceRange	Optional
1208	TickIncrement	Optional
1209	TickRuleType	Optional
	Component LotTypeRules	Optional
1234	NoLotTypeRules (repeating group)	Optional
1093	LotType	Optional
1231	MinLotSize	Optional
	Component PriceLimits	Optional
1306	PriceLimitType	Optional
1148	LowLimitPrice	Optional
1149	HighLimitPrice	Optional
1150	TradingReferencePrice	Optional
827	ExpirationCycle	Optional
562	MinTradeVol	Optional
1140	MaxTradeVol	Optional
1143	MaxPriceVariation	Optional
1144	ImpliedMarketIndicator	Optional
1245	TradingCurrency	Optional
561	RoundLot	Optional
1377	MultilegModel	Optional
1378	MultilegPriceMethod	Optional
423	PriceType	Optional
	Component TradingSessionRulesGrp	Optional
1309	NoTradingSessionRules (repeating group)	Optional
336	TradingSessionID	Optional
625	TradingSessionSubID	Optional
	Component TradingSessionRules	Optional
	Component OrdTypeRules	Optional
1237	NoOrdTypeRules (repeating group)	Optional
40	OrdType	Optional
	Component TimeInForceRules	Optional
1239	NoTimeInForceRules (repeating group)	Optional
59	TimeInForce	Optional
	Component ExecInstRules	Optional
1232	NoExecInstRules (repeating group)	Optional
1308	ExecInstValue	Optional
	Component MatchRules	Optional
1235	NoMatchRules (repeating group)	Optional
1142	MatchAlgorithm	Optional
574	MatchType	Optional
	Component MarketDataFeedTypes	Optional
1141	NoMDFeedTypes (repeating group)	Optional
1022	MDFeedType	Optional
264	MarketDepth	Optional
1021	MDBookType	Optional
	Component NestedInstrumentAttribute	Optional
1312	NoNestedInstrAttrib (repeating group)	Optional
1210	NestedInstrAttribType	Optional
1211	NestedInstrAttribValue	Optional
	Component StrikeRules	Optional
1201	NoStrikeRules (repeating group)	Optional
1223	StrikeRuleID	Optional
1202	StartStrikePxRange	Optional
1203	EndStrikePxRange	Optional
1204	StrikeIncrement	Optional
1304	StrikeExerciseStyle	Optional
	Component MaturityRules	Optional
1236	NoMaturityRules (repeating group)	Optional
1222	MaturityRuleID	Optional
1303	MaturityMonthYearFormat	Optional
1302	MaturityMonthYearIncrementUnits	Optional
1241	StartMaturityMonthYear	Optional
1226	EndMaturityMonthYear	Optional
1229	MaturityMonthYearIncrement	Optional
393	TotNoRelatedSym	Optional
893	LastFragment	Optional
	Component RelSymDerivSecGrp	Optional
146	NoRelatedSym (repeating group)	Optional
	Component Instrument	Optional
55	Symbol	Optional
65	SymbolSfx	Optional
48	SecurityID	Optional
22	SecurityIDSource	Optional
	Component SecAltIDGrp	Optional
454	NoSecurityAltID (repeating group)	Optional
455	SecurityAltID	Optional
456	SecurityAltIDSource	Optional
460	Product	Optional
1227	ProductComplex	Optional
1151	SecurityGroup	Optional
461	CFICode	Optional
167	SecurityType	Optional
762	SecuritySubType	Optional
200	MaturityMonthYear	Optional
541	MaturityDate	Optional
1079	MaturityTime	Optional
966	SettleOnOpenFlag	Optional
1049	InstrmtAssignmentMethod	Optional
965	SecurityStatus	Optional
224	CouponPaymentDate	Optional
225	IssueDate	Optional
239	RepoCollateralSecurityType	Optional
226	RepurchaseTerm	Optional
227	RepurchaseRate	Optional
228	Factor	Optional
255	CreditRating	Optional
543	InstrRegistry	Optional
470	CountryOfIssue	Optional
471	StateOrProvinceOfIssue	Optional
472	LocaleOfIssue	Optional
240	RedemptionDate	Optional
202	StrikePrice	Optional
947	StrikeCurrency	Optional
967	StrikeMultiplier	Optional
968	StrikeValue	Optional
206	OptAttribute	Optional
231	ContractMultiplier	Optional
969	MinPriceIncrement	Optional
1146	MinPriceIncrementAmount	Optional
996	UnitOfMeasure	Optional
1147	UnitOfMeasureQty	Optional
1191	PriceUnitOfMeasure	Optional
1192	PriceUnitOfMeasureQty	Optional
1193	SettlMethod	Optional
1194	ExerciseStyle	Optional
1195	OptPayAmount	Optional
1196	PriceQuoteMethod	Optional
1197	FuturesValuationMethod	Optional
1198	ListMethod	Optional
1199	CapPrice	Optional
1200	FloorPrice	Optional
201	PutOrCall	Optional
1244	FlexibleIndicator	Optional
1242	FlexProductEligibilityIndicator	Optional
997	TimeUnit	Optional
223	CouponRate	Optional
207	SecurityExchange	Optional
970	PositionLimit	Optional
971	NTPositionLimit	Optional
106	Issuer	Optional
348	EncodedIssuerLen	Optional
349	EncodedIssuer	Optional
107	SecurityDesc	Optional
350	EncodedSecurityDescLen	Optional
351	EncodedSecurityDesc	Optional
	Component SecurityXML	Optional
1184	SecurityXMLLen	Optional
1185	SecurityXML	Optional
1186	SecurityXMLSchema	Optional
691	Pool	Optional
667	ContractSettlMonth	Optional
875	CPProgram	Optional
876	CPRegType	Optional
	Component EvntGrp	Optional
864	NoEvents (repeating group)	Optional
865	EventType	Optional
866	EventDate	Optional
1145	EventTime	Optional
867	EventPx	Optional
868	EventText	Optional
873	DatedDate	Optional
874	InterestAccrualDate	Optional
	Component InstrumentParties	Optional
1018	NoInstrumentParties (repeating group)	Optional
1019	InstrumentPartyID	Optional
1050	InstrumentPartyIDSource	Optional
1051	InstrumentPartyRole	Optional
	Component InstrumentPtysSubGrp	Optional
1052	NoInstrumentPartySubIDs (repeating group)	Optional
1053	InstrumentPartySubID	Optional
1054	InstrumentPartySubIDType	Optional
	Component SecondaryPriceLimits	Optional
1305	SecondaryPriceLimitType	Optional
1221	SecondaryLowLimitPrice	Optional
1230	SecondaryHighLimitPrice	Optional
1240	SecondaryTradingReferencePrice	Optional
15	Currency	Optional
292	CorporateAction	Optional
	Component InstrumentExtension	Optional
668	DeliveryForm	Optional
869	PctAtRisk	Optional
	Component AttrbGrp	Optional
870	NoInstrAttrib (repeating group)	Optional
871	InstrAttribType	Optional
872	InstrAttribValue	Optional
	Component InstrmtLegGrp	Optional
555	NoLegs (repeating group)	Optional
	Component InstrumentLeg	Optional
600	LegSymbol	Optional
601	LegSymbolSfx	Optional
602	LegSecurityID	Optional
603	LegSecurityIDSource	Optional
	Component LegSecAltIDGrp	Optional
604	NoLegSecurityAltID (repeating group)	Optional
605	LegSecurityAltID	Optional
606	LegSecurityAltIDSource	Optional
607	LegProduct	Optional
608	LegCFICode	Optional
609	LegSecurityType	Optional
764	LegSecuritySubType	Optional
610	LegMaturityMonthYear	Optional
611	LegMaturityDate	Optional
1212	LegMaturityTime	Optional
248	LegCouponPaymentDate	Optional
249	LegIssueDate	Optional
250	LegRepoCollateralSecurityType	Optional
251	LegRepurchaseTerm	Optional
252	LegRepurchaseRate	Optional
253	LegFactor	Optional
257	LegCreditRating	Optional
599	LegInstrRegistry	Optional
596	LegCountryOfIssue	Optional
597	LegStateOrProvinceOfIssue	Optional
598	LegLocaleOfIssue	Optional
254	LegRedemptionDate	Optional
612	LegStrikePrice	Optional
942	LegStrikeCurrency	Optional
613	LegOptAttribute	Optional
614	LegContractMultiplier	Optional
999	LegUnitOfMeasure	Optional
1224	LegUnitOfMeasureQty	Optional
1421	LegPriceUnitOfMeasure	Optional
1422	LegPriceUnitOfMeasureQty	Optional
1001	LegTimeUnit	Optional
1420	LegExerciseStyle	Optional
615	LegCouponRate	Optional
616	LegSecurityExchange	Optional
617	LegIssuer	Optional
618	EncodedLegIssuerLen	Optional
619	EncodedLegIssuer	Optional
620	LegSecurityDesc	Optional
621	EncodedLegSecurityDescLen	Optional
622	EncodedLegSecurityDesc	Optional
623	LegRatioQty	Optional
624	LegSide	Optional
556	LegCurrency	Optional
740	LegPool	Optional
739	LegDatedDate	Optional
955	LegContractSettlMonth	Optional
956	LegInterestAccrualDate	Optional
1358	LegPutOrCall	Optional
1017	LegOptionRatio	Optional
566	LegPrice	Optional
58	Text	Optional
354	EncodedTextLen	Optional
355	EncodedText	Optional

Every message also carries the FIX 5.0 SP1 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.