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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):

Panel

<?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):

Panel

<?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):

Panel

<?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
Panel

<?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>