FIX.Latest_EP290 Message

SecurityRiskMetricsReport [type 'EG']


SecurityRiskMetricsReport(35=EG) is used for publishing the risk metrics, valuation metrics or analytics of one or more securities, or for an option series.

Pedigree Added EP288

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType(35)=EGAdded EP288
2988SecurityRiskMetricsReportIDRptIDYAdded EP288
2989RiskMetricsSecurityGroupMtrcsSecGrp May be used to identify the group of related instruments provided in SecurityRiskMetricGrp.
Conditionally required when RiskMetricsSecuritySubGroup(2990) is present.
Added EP288
2990RiskMetricsSecuritySubGroupMtrcsSecSubGrp May be used with RiskMetricsSecurityGroup(2989) to provide a more granular group identification.Added EP288
60TransactTimeTxnTm Added EP288
ComponentUnderlyingInstrumentUndly UnderlyingPx(810) within the component may be used when valuation calculation uses a single reference price.Added EP288