The Derivative Security List (AA) message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request (z) .
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AA |
|||
| 320 | SecurityReqID | Y | |||
| 322 | SecurityResponseID | Y | Identifier for the Derivative Security List (AA) message |
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| 560 | SecurityRequestResult | Y | Result of the Security Request identified by SecurityReqID (320)
|
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| Component Block - <UnderlyingInstrument> | N | ||||
| 393 | TotNoRelatedSym | N | Used to indicate if the total number of securities being returned for this request.
Used in the event that message fragmentation is required. |
||
| 893 | LastFragment | N | Indicates if this message in a fragmented response |
||
| 146 | NoRelatedSym | C | Specifies the number of repeating symbols (instruments) specified |
||
| => | Component Block - <Instrument> | N | Instrument of the requested Security |
||
| => | 15 | Currency | N | ||
| => | 827 | ExpirationCycle | N | ||
| => | Component Block - <InstrumentExtension> | N | |||
| => | 555 | NoLegs | C | Number of legs that make up the Security |
|
| => | => | Component Block - <InstrumentLeg> | C | ||
| => | 336 | TradingSessionID | N | ||
| => | 625 | TradingSessionSubID | N | ||
| => | 58 | Text | N | Comment, instructions, or other identifying information. |
|
| => | 354 | EncodedTextLen | C | Must be set if EncodedText (355) field is specified and
must immediately precede it. |
|
| => | 355 | EncodedText | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. |
|
| <Standard Message Trailer> | Y | ||||