How to download list of available symbols?

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Imported from previous forum

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I’ve gone through the list of symbol commands and haven’t found anything like this. I’m trying to pull a list of symbols available in any sort of format to determine what is available to trade.

Any thoughts are appreciated.

3

I’ve gone through the list of symbol commands and haven’t found anything like this. I’m trying to pull a list of symbols available in any sort of format to determine what is available to trade.

Any thoughts are appreciated.

Use Security Definition Request. See Fix 4.4 Vol 3 Security Definition, Security Status, and Trading Session Message Scenarios.

4

We have messages for SecurityListRequest/SecurityList - which have been widely adopted for querying (pull) or publishing (pull) a list of securities available on the market. The message is quite flexible and extensive in terms of being able to provide additional referencial data for instruments, including cross references to other identifiers via the SecurityAltIDGrp component.

SecurityDefinitionRequest / SecurityDefinition can be used to inquire about a particular instrument or can be used to define an instrument, usually in the context of a multileg instrument /strategy /spread.

When first introduced in FIX.4.2 SecurityDefinitionRequest/SecurityDefinition provided all the various requirements for reference data.

With FIX.4.3 - we added additional messages to break up the functionality - moving the ability to push/pull a list of instruments to the SecurityList/SecurityListRequest messages.

I’ve gone through the list of symbol commands and haven’t found anything like this. I’m trying to pull a list of symbols available in any sort of format to determine what is available to trade.

Any thoughts are appreciated.

Use Security Definition Request. See Fix 4.4 Vol 3 Security Definition, Security Status, and Trading Session Message Scenarios.