Security List(y) — Production FIX API

SecurityList(y) is the server response containing the tradable instrument catalogue for the Deribit production FIX API, returned per SecurityListRequest.

The SecurityList(y) message is used to return a list of securities that matches the criteria specified in a Security List Request(x).

Arguments

Tag	Name	Type	Required	Comments
320	SecurityReqId	String	Yes	The SecurityReqId(320) of the request that this is a response for
322	SecurityResponseID	String	Yes	Identifier for the Security List(x) message
560	SecurityRequestResult	int	Yes	0 indicates a successful response. This is the only possible value in the Deribit FIX API
	Group SecListGrp
146	NoRelatedSym	NumInGroup	No	Specifies the number of repeating instruments specified
=>55	Symbol	String	No	Common, “human understood” representation of the security, e.g., BTC-28JUL17, see instrument naming convention below for more details
=>107	SecurityDesc	String	No	Free form security description: ‘future’, ‘option’, ‘future_combo’, ‘option_combo’ and various indexes
=>167	SecurityType	String	No	Describes type of security. Possible values: FXSPOT for currency exchange spot FUT for futures, OPT for options, FUTCO for future combo, OPTCO for option combo INDEX for indexes
=>201	PutOrCall	int	No	Indicates whether an Option is for a put or call. Only for Options. Possible values: 0 = put, 1 = call
=>202	StrikePrice	Price	No	Strike price
=>947	StrikeCurrency	String	No	Strike currency
=>15	Currency	String	No	Currency
=>1524	PriceQuoteCurrency	String	No	Quoting or counter currency
=>2576	InstrumentPricePrecision	int	No	Number of decimal places for instrument prices (usually 4 for options, 2 for futures)
=>969	MinPriceIncrement	float	No	Minimum price tick for a given Instrument
=>311	UnderlyingSymbol	String	No	Underlying symbol for options
=>225	IssueDate	UTCTimestamp	No	Date instrument was issued
=>541	MaturityDate	UTCTimestamp	No	Expiration date, YYYYMMDD
=>1079	MaturityTime	UTCTimestamp	No	Time of instruments expiration expressed in local time with offset to UTC specified
=>562	MinTradeVol	Qty	No	The minimum trading volume for a security
=>63	SettlType	String	No	Indicates order settlement period. E.g., M1 – month, W1 – week, W2 – 2 weeks etc
=>120	SettlCurrency	Currency	No	Currency code of settlement denomination
=>479	CommCurrency	Currency	No	Specifies currency to be used for Commission
=>231	ContractMultiplier	float	No	Specifies the ratio or multiply factor to convert from contracts to total units
=>454	NoSecurityAltID	NumInGroup	No	Number of alternate security identifier. It is present only if Security List Request(x) has DisplayMulticastInstrumentID = Y
=>=>455	SecurityAltID	String	No	The security identifier
=>=>456	SecurityAltIDSource	String	No	Identifies the class or source of the SecurityAltID(455) value. Required if SecurityAltID is specified. Possible values: 101 = Multicast identifier 102 = Combo instrument identifier
=>1205	NoTickRules	NumInGroup	No	Number of price increment steps. It is present only if Security List Request(x) has DisplayIncrementSteps = Y
=>=>1206	StartTickPriceRange	Price	No	Above this price, the TickIncrement applies
=>=>1208	TickIncrement	Price	No	Valid price increment for prices above the StartTickPriceRange
=>965	SecurityStatus	String	No	(*) It is present in notifications about new or terminated instruments. Possible values: 1 = open (active trading state; accepts new orders, edits, and cancellations) 2 = halted (due to an error condition; settlement is not possible) 3 = inactive (for deactivated combo books; no new orders, edits, or cancellations) 4 = delivered (post-delivery completion; no new orders, edits, or cancellations) 5 = locked (no new orders or edits; cancellations are accepted) 12 = settlement (during settlement or delivery processing; no new orders, edits, or cancellations)

Instrument Naming convention

Based on the naming convention, instrument name consist of base currency, quote currency(called together a currency pair), contract expiration date (if the instrument isn’t perpetual) and strike price(if the contract is an option).

For example:

ETH_USD-14SEP22-2000-P resembles an ETH-USD options contract that expires on 14 september 2022 with PUT strike price at 2000 USD. BTC_USD trading pair is treated as a default trading pair and doesn’t have quote currency provided in its name.

(*) SecurityStatus is present only in notification messages for subscription by SecurityListRequest with SubscriptionRequestType=1. The notifications for delivered, settlement, inactive, halted, or locked status contain only the status and symbol name.