FIX.Latest_EP292 Message

DerivativeSecurityListUpdateReport [type 'BR']

<DerivSecListUpd>

The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family.

Pedigree Added EP-1 Updated EP97

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType = BRAdded EP-1
ComponentApplicationSequenceControlApplSeqCtrl Added EP-1
320SecurityReqIDReqID Added EP-1
322SecurityResponseIDRspID Identifier for the Derivative Security List messageAdded EP-1
560SecurityRequestResultReqRslt Result of the Security Request identified by SecurityReqIDAdded EP-1
980SecurityUpdateActionUpdActn Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changedAdded EP-1
ComponentUnderlyingInstrumentUndly Underlying security for which derivatives are being returnedAdded EP-1
ComponentDerivativeSecurityDefinitionDerivSecDef Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrpAdded EP-1
779LastUpdateTimeLastUpdateTm Represents the time at which a security was last updatedAdded EP107
60TransactTimeTxnTm Added EP94
393TotNoRelatedSymTotNoReltdSym Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.Added EP-1
893LastFragmentLastFragment Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.Added EP-1
ComponentRelSymDerivSecUpdGrpRelSym Added EP-1
ComponentStandardTrailerTrlrYAdded EP-1