Risk systems can query Product Group reference data through the API with the FIXML SecList Request messages. There are three types of configurations when querying Product Group reference data for a SecList Request message:
- All Product Groups within all Exchanges (List Type=100)
- All Product Groups within a given Exchange (List Type =101)
- All Product Groups for a given Product Type within a specific Exchange (List Type=102)
The following diagram depicts the message flow for querying Product Group reference data by a Clearing Member Firm (CMF) automated risk system.
Security List Request Message Examples
All Products, All Exchanges
Below is an example of a SecList Request message for All Products within all Exchanges (List Type=100):
<?xml version="1.0" encoding="utf-8"?>
<FIXML v="FIX5.0 SP2" xv="130" s="2010-11-16" cv="CME.1000" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">
<SecListReq ReqID="123412" ListReqTyp="100">
<Hdr SID="CMF" TID="CME" TSub="RMAPI"/>
</SecListReq>
</FIXML>
All Products, Specific Exchange
Below is an example of a SecList Request message for All Products within a specific Exchange (List Type=101):
<?xml version="1.0" encoding="utf-8"?>
<FIXML v="FIX5.0 SP2" xv="130" s="2010-11-16" cv="CME.1000" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">
<SecListReq ReqID="123413" ListReqTyp="101">
<Hdr SID="CMF" TID="CME" TSub="RMAPI"/>
<Instrmt Exch=”XCME”/>
</SecListReq>
</FIXML>
All Products, Specific Product Type
Below is an example of a SecList Request message for All Products of a specific Product Type within a specific Exchange (List Type=102):
<?xml version="1.0" encoding="utf-8"?>
<FIXML v="FIX5.0 SP2" xv="130" s="2010-11-16" cv="CME.1000" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">
<SecListReq ReqID="123414" ListReqTyp="102">
<Hdr SID="CMF" TID="CME" TSub="RMAPI"/>
<Instrmt Exch=”XCME” SecTyp=”FUT”/>
</SecListReq>
</FIXML>
Security List Response Message Example
<?xml version="1.0" encoding="utf-8"?>
<FIXML v="FIX5.0 SP2" xv="130" s="2010-11-16" cv="CME.1000" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">
<SecList RptID=”1234” ReqID="123412" ListTyp="102" ReqRslt=”0”>
<Hdr SID="CME" SSub="RMAPI" TID="CMF"/>
<SecL>
<Instrmt Exch=”XNYM” SecTyp=”FUT” SecGrp=”NN”/>
</SecL>
<SecL>
<Instrmt Exch=”XNYM” SecTyp=”FUT” SecGrp=”CL”/>
</SecL>
<SecL>
<Instrmt Exch=”XNYM” SecTyp=”FUT” SecGrp=”NG”/>
</SecL>
<SecL>
<Instrmt Exch=”XNYM” SecTyp=”FUT” SecGrp=”QM”/>
</SecL>
<SecL>
<Instrmt Exch=”XNYM” SecTyp=”FUT” SecGrp=”MB”/>
</SecL>
</SecList>
</FIXML>