Security List

The Security List message is the response to the Security List Request GET message. It returns the list of Instruments that matches the criteria you specified in the request.

API Key Permission: Read
GET /API/swaplend/marketstructure/SecurityList

Request parameters

Field NameFormatReq'dComments
MsgTypeString✓y = SecurityList (lowercase Y)
MsgSeqNumSeqNum✓Incremental number used to identify if receiver missed a message
SendingTimeUTCTimestamp✓Time of sending this message
SecurityReportIDIntUnique identifier
ClearingBusinessDateLocalMktDateE.g.: 20220818
SecurityListDescStringAll REPO/Lend traded Instruments with BTC/USD as underlying
SecurityRequestResultInt0 = Valid request;
1 = Invalid or unsupported request;
2 = No instruments found that match
TransactTimeUTCTimestamp20220818-14:18:21.123
TotNoRelatedSymIntTotal number of Instruments being returned for this request.
MarketIDExchangeXCDE
MarketSegmentIDStringREPO/Lend
<SecListGrp> Repeating block
<Instrument> Component block
>>SymbolStringE.g.: BTC/USD-ID-R
>>ProductInt13 = Financing (Repo is a financing product)
>>SecurityGroupStringID = Intra-day;
ON = Overnight;
TOD-TOM = Today + 1 day during week-end;
1w = 1 week
2w = 2 weeks
>>SecurityTypeStringREPO
>>MaturityDateLocalMktDate20220822 (Settle date of Far_Leg)
>>MaturityTimeTZTimeOnly20220822-17:00-05 (for 5pm NY on Aug22)
>>SecurityStatusString1 = Active
2 = Inactive
>>MinPriceIncrementFloat0.01
>>SettlMethodCharP = Physical settlement required
>>SecurityDescStringBTC/USD Intra-day Repo
<FinancingDetails> Component block
>>DeliveryTypeInt0 = "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment
<SecurityTradingRules> Component block
<BaseTradingRules> Component block
>>>MinTradeVolQtyE.g: 1 = minimum order quantity that can be submitted
>>>PriceTypeInt6 = Spread
<UndInstrmtGrp> Component block
<UnderlyingInstrument> Component blockMust be provided if Number of underlyings > 0
>>>UnderlyingSymbolStringBTC/USD
>>>UnderlyingProductInt100 = CRYPTO (not yet a FIX Protocol standard value)
>>>UnderlyingSecurityTypeStringCRYPTOCASH
>>>UnderlyingSecurityDescStringBTC/USD Cash
> CurrencyUSD = the currency this Repo is priced in
<InstrmtLegSecListGrp> Repeating block
<InstrumentLeg> Component blockDescription of the first leg of this Repo
>>>LegSymbolStringBTC/USD-CASH
>>>LegSecurityDescStringBTC/USD Cash
>>>LegRatioQtyFloat1
>>>LegSideInt2 = SELL
>>>LegCurrencyCurrencyUSD
>>>LegSettlTypeChar1 = Cash (immediate settlement)
>>TextStringComment, instructions, or other identifying information.
Response example:
 1{
 2  "Header": {
 3    "MsgType": "y",
 4    "MsgSeqNum": "27683564",
 5    "SenderCompID": "SENDER",
 6    "TargetCompID": "TARGET",
 7    "SendingTime": "20220905-23:41:24.298"
 8  },
 9  "SecurityReportID": "yd544a-ks67",
10  "ClearingBusinessDate": "20220906",
11  "SecurityListDesc": "All REPO/Lend Intraday Instruments with BTC/USD as underlying",
12  "SecurityRequestResult": "0",
13  "TransactTime": "20220905-23:41:24.045",
14  "MarketID": "XCDE",
15  "MarketSegmentID": "REPO/Lend",
16  "SecListGrp": [
17    {
18      "Instrument": {
19        "Symbol": "BTC/USD-ID-R",
20        "Product": "13",
21        "SecurityGroup": "ID",
22        "SecurityType": "REPO",
23        "SecurityStatus": "1",
24        "MinPriceIncrement": "0.01",
25        "SettlMethod": "P",
26        "SecurityDesc": "BTC/USD Intra-day Repo"
27      },
28      "FinancingDetails": {
29        "DeliveryType": "0"
30      },
31      "SecurityTradingRules": {
32        "BaseTradingRules": {
33          "MinTradeVol": "1",
34          "PriceType": "6"
35        }
36      },
37      "UndInstrmtGrp": {
38        "UnderlyingInstrument": {
39          "UnderlyingSymbol": "BTC/USD",
40          "UnderlyingProduct": "100",
41          "UnderlyingSecurityType": "CRYPTOCASH",
42          "UnderlyingSecurityDesc": "BTC/USD Cash"
43        }
44      },
45      "Currency": "USD",
46      "InstrmtLegSecListGrp": [
47        {
48          "InstrumentLeg": {
49            "LegSymbol": "BTC/USD-CASH",
50            "LegSecurityDesc": "BTC/USD Cash",
51            "LegRatioQty": "1",
52            "LegSide": "SELL",
53            "LegCurrency": "USD",
54            "LegSettlType": "1"
55          }
56        },
57        {
58          "InstrumentLeg": {
59            "LegSymbol": "BTC/USD-SPOT",
60            "LegSecurityDesc": "BTC/USD Spot",
61            "LegRatioQty": "1",
62            "LegSide": "BUY",
63            "LegCurrency": "USD",
64            "LegSettlType": "0"
65          }
66        }
67      ],
68    }
69  ]
70}