Security List Request
The Security List Request returns a list of Instruments that match one or more criteria as filters to the request.
API Key Permission: Read
POST /API/swaplend/marketstructure/SecurityListRequest
Request parameters
| Field Name | Format | Req'd | Comments | |
|---|---|---|---|---|
| MsgType | String | ✓ | x = SecurityListRequest (lowercase X) | |
| MsgSeqNum | SeqNum | ✓ | User generated incremental number to allow receiver to identify possible message gaps | |
| SendingTime | UTCTimestamp | ✓ | Time of sending this message | |
| SecurityReqID | String | ✓ | ||
| SecurityListRequestType | Int | ✓ | Type of Security List Request being made. Supported values: 0 = Symbol (further filtered by Underlying Symbol) 1 = SecurityType (REPO) 4 = All Securities | |
| MarketID | Exchange | XCDE | ||
| MarketSegmentID | String | REPO/Lend | ||
| <Instrument> Component block | ✓ | |||
| > | Product | Int | 13 = Financing (Repo is a financing product) | |
| > | SecurityGroup | String | ✓ | ID = Intra-day ON = Overnight TOD-TOM = Today + 1 day during week-end 1w = 1 week 2w = 2 weeks |
| > | SecurityType | String | REPO = Repurchase agreement a.k.a. FX Swap | |
| > | MaturityDate | LocalMktDate | Date of the far leg maturity | |
| > | SecurityStatus | Int | 1 = Active 2 = Inactive 4 = Expired | |
| <UnderlyingInstrument> Component block | ||||
| > | UnderlyingSymbol | String | BTC/USD; ETH/JPY; ADA/USDT etc. | |
| > | UnderlyingCurrency | Currency | Note that this Field is only ISO 4217 in FIX, we augment it with
CryptoCompare list of Crypto assets: https://min-api.cryptocompare.com/data/all/coinlist | |
| Currency | Currency | Use this field to filter for your Quote currency of interest, e.g. all Repo priced in EUR or USDT | ||
| Text | String | Freeform field to pass any information | ||
Example:
1{
2 "Header": {
3 "MsgType": "x",
4 "MsgSeqNum": "254374",
5 "SenderCompID": "SENDER",
6 "TargetCompID": "TARGET",
7 "SendingTime": "20220904-06:46:21.427"
8 },
9 "SecurityReqID": "2764hs-7661",
10 "SecurityListRequestType": "1",
11 "Instrument": [
12 {
13 "SecurityGroup": "1w",
14 "SecurityType": "REPO",
15 "SecurityStatus": "1"
16 }
17 ],
18 "UnderlyingInstrument": [
19 {
20 "UnderlyingSymbol": "BTC/USD"
21 },
22 {
23 "UnderlyingSymbol": "BTC/USDT"
24 }
25 ],
26 "Text": "Filtered Security List"
27}