Message SecurityListUpdateReport

The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions.

	Field or Component	Field Name	FIXML name	Req'd	Comments	Depr.

Repeating Group 146

NoRelatedSym

Specifies the number of repeating symbols (instruments) specified

1324

ListUpdateAction

@ListUpdActn

Component(-)

Instrument

Instrmt

Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security

55	Symbol	@Sym	Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.
65	SymbolSfx	@Sfx	Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
48	SecurityID	@ID	Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
22	SecurityIDSource	@Src	Required if SecurityID is specified.

Component(-)

SecAltIDGrp

AID

Number of alternate Security Identifiers

Repeating Group 454

NoSecurityAltID

	455	SecurityAltID	@AltID
	456	SecurityAltIDSource	@AltIDSrc

end Repeating Group

end Component

460	Product	@Prod	Indicates the type of product the security is associated with (high-level category)
1227	ProductComplex	@ProdCmplx	Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
1151	SecurityGroup	@SecGrp	An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
461	CFICode	@CFI	Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
167	SecurityType	@SecTyp	It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
762	SecuritySubType	@SubTyp	Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.
200	MaturityMonthYear	@MMY	Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.
541	MaturityDate	@MatDt	Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract.
1079	MaturityTime	@MatTm	For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.
966	SettleOnOpenFlag	@SettlOnOpenFlag	Indicator to determine if Instrument is Settle on Open.
1049	InstrmtAssignmentMethod	@AsgnMeth
965	SecurityStatus	@Status	Gives the current state of the instrument
224	CouponPaymentDate	@CpnPmt	Date interest is to be paid. Used in identifying Corporate Bond issues.
1449	RestructuringType	@RestrctTyp
1450	Seniority	@Snrty
1451	NotionalPercentageOutstanding	@NotlPctOut
1452	OriginalNotionalPercentageOutstanding	@OrigNotlPctOut
1457	AttachmentPoint	@AttchPnt
1458	DetachmentPoint	@DetchPnt
225	IssueDate	@Issued	Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
239	RepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
226	RepurchaseTerm	@RepoTrm		Depr FIX.4.4
227	RepurchaseRate	@RepoRt		Depr FIX.4.4
228	Factor	@Fctr	For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value
255	CreditRating	@CrdRtg
543	InstrRegistry	@Rgstry	The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.
470	CountryOfIssue	@IssuCtry	ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
471	StateOrProvinceOfIssue	@StPrv	A two-character state or province abbreviation.
472	LocaleOfIssue	@Lcl	The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
240	RedemptionDate	@Redeem		Depr FIX.4.4
202	StrikePrice	@StrkPx	Used for derivatives, such as options and covered warrants
947	StrikeCurrency	@StrkCcy	Used for derivatives
967	StrikeMultiplier	@StrkMult	Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
968	StrikeValue	@StrkValu	Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
1478	StrikePriceDeterminationMethod	@StrkPxDtrmnMeth
1479	StrikePriceBoundaryMethod	@StrkPxBndryMeth
1480	StrikePriceBoundaryPrecision	@StrkPxBndryPrcsn
1481	UnderlyingPriceDeterminationMethod	@PxDtrmnMeth
206	OptAttribute	@OptAt	Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.
231	ContractMultiplier	@Mult	For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
1435	ContractMultiplierUnit	@MultTyp
1439	FlowScheduleType	@FlowSchedTyp
969	MinPriceIncrement	@MinPxIncr	Minimum price increment for the instrument. Could also be used to represent tick value.
1146	MinPriceIncrementAmount	@MinPxIncrAmt	Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
996	UnitOfMeasure	@UOM	0
1147	UnitOfMeasureQty	@UOMQty
1191	PriceUnitOfMeasure	@PxUOM
1192	PriceUnitOfMeasureQty	@PxUOMQty
1193	SettlMethod	@SettlMeth	Settlement method for a contract. Can be used as an alternative to CFI Code value
1194	ExerciseStyle	@ExerStyle	Type of exercise of a derivatives security
1482	OptPayoutType	@OptPayoutTyp
1195	OptPayoutAmount	@OptPayAmt	Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount
1196	PriceQuoteMethod	@PxQteMeth	Method for price quotation
1197	ValuationMethod	@ValMeth	Indicates type of valuation method used.
1198	ListMethod	@ListMeth	Indicates whether the instruments are pre-listed only or can also be defined via user request
1199	CapPrice	@CapPx	Used to express the ceiling price of a capped call
1200	FloorPrice	@FlrPx	Used to express the floor price of a capped put
201	PutOrCall	@PutCall	Used to express option right
1244	FlexibleIndicator	@FlexInd	Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator
1242	FlexProductEligibilityIndicator	@FlexProdElig	Used to indicate if a product or group of product supports the creation of flexible securities
997	TimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
223	CouponRate	@CpnRt	For Fixed Income.
207	SecurityExchange	@Exch	Can be used to identify the security.
970	PositionLimit	@PosLmt	Position Limit for the instrument.
971	NTPositionLimit	@NTPosLmt	Near-term Position Limit for the instrument.
106	Issuer	@Issr
348	EncodedIssuerLen	@EncIssrLen	Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	@EncIssr	Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
107	SecurityDesc	@Desc
350	EncodedSecurityDescLen	@EncSecDescLen	Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	@EncSecDesc	Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

Component(-)

SecurityXML

SecXML

Embedded XML document describing security.

1184	SecurityXMLLen		Must be set if SecurityXML field is specified and must immediately precede it.
1185	SecurityXML		XML payload or content describing the Security information.
1186	SecurityXMLSchema	@Schema	XML Schema used to validate the XML used to describe the Security.

end Component

691	Pool	@Pool	Identifies MBS / ABS pool
667	ContractSettlMonth	@CSetMo	Must be present for MBS/TBA
875	CPProgram	@CPPgm	The program under which a commercial paper is issued
876	CPRegType	@CPRegT	The registration type of a commercial paper issuance

Component(-)

EvntGrp

Evnt

Number of repeating EventType group entries.

Repeating Group 864

NoEvents

865	EventType	@EventTyp
866	EventDate	@Dt
1145	EventTime	@Tm	Specific time of event. To be used in combination with EventDate [866]
867	EventPx	@Px
868	EventText	@Txt

end Repeating Group

end Component

	873	DatedDate	@Dated		If different from IssueDate
	874	InterestAccrualDate	@IntAcrl		If different from IssueDate and DatedDate

Component(-)

InstrumentParties

Pty

Used to identify the parties listing a specific instrument

Repeating Group 1018

NoInstrumentParties

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

1019	InstrumentPartyID	@ID	Used to identify party id related to instrument
1050	InstrumentPartyIDSource	@Src	Used to identify source of instrument party id
1051	InstrumentPartyRole	@R	Used to identify the role of instrument party id

Component(-)

InstrumentPtysSubGrp

Sub

Repeating group of InstrumentParty sub-identifiers.

Repeating Group 1052

NoInstrumentPartySubIDs

	1053	InstrumentPartySubID	@ID
	1054	InstrumentPartySubIDType	@Typ

end Repeating Group

end Component

end Repeating Group

end Component

Component(-)

ComplexEvents

CmplxEvnt

Repeating Group 1483

NoComplexEvents

Number of complex events

1484	ComplexEventType	@Typ	Identifies the type of complex event. Required if NoComplexEvents > 0.
1485	ComplexOptPayoutAmount	@OptPayAmt
1486	ComplexEventPrice	@Px
1487	ComplexEventPriceBoundaryMethod	@PxBndryMeth
1488	ComplexEventPriceBoundaryPrecision	@PxBndryPrcsn
1489	ComplexEventPriceTimeType	@PxTmTyp
1490	ComplexEventCondition	@Cond	ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event.

Component(-)

ComplexEventDates

EvntDts

Used to specify the dates and time ranges when a complex event is in effect.

Repeating Group 1491

NoComplexEventDates

Number of complex event date occurrences for a given complex event.

	1492	ComplexEventStartDate	@StartDt		Required if NoComplexEventDates(1491) > 0.
	1493	ComplexEventEndDate	@EndDt		Required if NoComplexEventDates(1491) > 0.

Component(-)

ComplexEventTimes

EvntTms

Repeating Group 1494

NoComplexEventTimes

	1495	ComplexEventStartTime	@StartTm		Required if NoComplexEventTimes(1494) > 0.
	1496	ComplexEventEndTime	@EndTm		Required if NoComplexEventTimes(1494) > 0.

end Repeating Group

end Component

end Repeating Group

end Component

end Repeating Group

end Component

Component(-)

InstrumentExtension

InstrmtExt

Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES "

	668	DeliveryForm	@DlvryForm		Identifies the form of delivery.
	869	PctAtRisk	@PctAtRisk		Percent at risk due to lowest possible call.

Component(-)

AttrbGrp

Attrb

Number of repeating InstrAttrib group entries.

Repeating Group 870

NoInstrAttrib

	871	InstrAttribType	@Typ
	872	InstrAttribValue	@Val

end Repeating Group

end Component

Component(-)

FinancingDetails

FinDetls

Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES "

913	AgreementDesc	@AgmtDesc	The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal
914	AgreementID	@AgmtID	A common reference to the applicable standing agreement between the principals
915	AgreementDate	@AgmtDt	A reference to the date the underlying agreement was executed.
918	AgreementCurrency	@AgmtCcy	Currency of the underlying agreement.
788	TerminationType	@TrmTyp	For Repos the timing or method for terminating the agreement.
916	StartDate	@StartDt	Settlement date of the beginning of the deal
917	EndDate	@EndDt	Repayment / repurchase date
919	DeliveryType	@DlvryTyp	Delivery or custody arrangement for the underlying securities
898	MarginRatio	@MgnRatio	Percentage of cash value that underlying security collateral must meet.

end Component

Component(-)

SecurityTradingRules

SecTrdgRules

Component(-)

BaseTradingRules

BaseTrdgRules

This block contains the base trading rules

Component(-)

TickRules

TickRules

This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security

Repeating Group 1205

NoTickRules

Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security.

1206	StartTickPriceRange	@StartTickPxRng	Starting price range for specified tick increment
1207	EndTickPriceRange	@EndTickPxRng	Ending price range for the specified tick increment
1208	TickIncrement	@TickIncr	Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded
1209	TickRuleType	@TickRuleTyp	Specifies the type of tick rule which is being described

end Repeating Group

end Component

Component(-)

LotTypeRules

LotTypeRules

Specifies the lot types that are valid for trading.

Repeating Group 1234

NoLotTypeRules

Number of Lot Types

	1093	LotType	@LotTyp		Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1)
	1231	MinLotSize	@MinLotSz		Minimum lot size allowed based on lot type specified in LotType(1093)

end Repeating Group

end Component

Component(-)

PriceLimits

PxLmts

Specifies the price limits that are valid for trading.

1306	PriceLimitType	@PxLmtTyp	Describes the how the price limits are expressed
1148	LowLimitPrice	@LowLmtPx	Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected
1149	HighLimitPrice	@HiLmtPx	Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected
1150	TradingReferencePrice	@TrdgRefPx	Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day.

end Component

827	ExpirationCycle	@ExpirationCycle
562	MinTradeVol	@MinTrdVol	The minimum order quantity that can be submitted for an order.
1140	MaxTradeVol	@MaxTrdVol	The maximum order quantity that can be submitted for a security. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade
1143	MaxPriceVariation	@MxPxVar	The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.
1144	ImpliedMarketIndicator	@ImpldMktInd
1245	TradingCurrency	@TrdCcy	Used when the trading currency can differ from the price currency
561	RoundLot	@RndLot	Trading lot size of security
1377	MultilegModel	@MlegModel	Used for multileg security only. Defines whether the security is pre-defined or user-defined. Not that value = 2 (User-defined, Non-Securitized, Multileg) does not apply for Securities.
1378	MultilegPriceMethod	@MlegPxMeth	Used for multileg security only. Defines the method used when applying the multileg price to the legs.
423	PriceType	@PxTyp	Defines the default Price Type used for trading.

end Component

Component(-)

TradingSessionRulesGrp

TrdgSesRulesGrp

This block contains the trading rules specific to a trading session

Repeating Group 1309

NoTradingSessionRules

Allows trading rules to be expressed by trading session

336

TradingSessionID

@SesID

Identifier for the trading session

Must be provided if NoTradingSessions > 0

Set to [N/A] if values are not specific to trading session

625

TradingSessionSubID

@SesSub

Identifier for the trading session

Set to [N/A] if values are not specific to trading session sub id

Component(-)

TradingSessionRules

TrdgSesRules

Contains trading rules specified at the trading session level

Component(-)

OrdTypeRules

OrdTypRules

Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session.

Repeating Group 1237

NoOrdTypeRules

Number of order types

OrdType

@OrdTyp

Indicates order types that are valid for the specified market segment.

end Repeating Group

end Component

Component(-)

TimeInForceRules

TmInForceRules

specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

Repeating Group 1239

NoTimeInForceRules

Number of time in force techniques

TimeInForce

@TmInForce

Indicates time in force techniques that are valid for the specified market segment

end Repeating Group

end Component

Component(-)

ExecInstRules

ExecInstRules

specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

Repeating Group 1232

NoExecInstRules

Number of execution instructions

1308

ExecInstValue

@ExecInstValu

Indicates execution instructions that are valid for the specified market segment

end Repeating Group

end Component

Component(-)

MatchRules

MtchRules

specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

Repeating Group 1235

NoMatchRules

Number of match rules

1142

MatchAlgorithm

@MtchAlgo

The type of algorithm used to match orders in a specific security on an electronic trading platform.

Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

574

MatchType

@MtchTyp

The point in the matching process at which this trade was matched.

end Repeating Group

end Component

Component(-)

MarketDataFeedTypes

MDFeedTyps

specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session

Repeating Group 1141

NoMDFeedTypes

The number of feed types and corresponding book depths associated with a security

1022	MDFeedType	@MDFeedTyp	Describes a class of service for a given data feed
264	MarketDepth	@MktDepth	The depth of book associated with a particular feed type
1021	MDBookType	@MDBkTyp	Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection

end Repeating Group

end Component

end Repeating Group

end Component

Component(-)

NestedInstrumentAttribute

Attrb

Repeating Group 1312

NoNestedInstrAttrib

	1210	NestedInstrAttribType	@Typ		Code to represent the type of instrument attribute
	1211	NestedInstrAttribValue	@Val		Attribute value appropriate to the NestedInstrAttribType field

end Repeating Group

end Component

Component(-)

StrikeRules

StrkRules

Repeating Group 1201

NoStrikeRules

Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

1223	StrikeRuleID	@StrkRule	Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
1202	StartStrikePxRange	@StartStrkPxRng	Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
1203	EndStrikePxRange	@EndStrkPxRng	Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying
1204	StrikeIncrement	@StrkIncr	Value by which strike price should be incremented within the specified price
1304	StrikeExerciseStyle	@StrkExrStyle	Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle

Component(-)

MaturityRules

MatRules

Describes the maturity rules for a given set of strikes as defined by StrikeRules

Repeating Group 1236

NoMaturityRules

Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument

1222	MaturityRuleID	@MatRuleID	Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated
1303	MaturityMonthYearFormat	@MMYFmt	Format used to generate the MMY for each option contract:
1302	MaturityMonthYearIncrementUnits	@MMYIncrUnits	enumeration specifying the increment unit:
1241	StartMaturityMonthYear	@StartMMY	Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying
1226	EndMaturityMonthYear	@EndMMY	Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying
1229	MaturityMonthYearIncrement	@MMYIncr	Value by which maturity month year should be incremented within the specified price range.

end Repeating Group

end Component

end Repeating Group

end Component

Component(-)

UndInstrmtGrp

Undly

Repeating Group 711

NoUnderlyings

Number of underlyings

Component(-)

UnderlyingInstrument

Undly

Must be provided if Number of underlyings > 0

311	UnderlyingSymbol	@Sym
312	UnderlyingSymbolSfx	@Sfx
309	UnderlyingSecurityID	@ID
305	UnderlyingSecurityIDSource	@Src

Component(-)

UndSecAltIDGrp

UndAID

Repeating Group 457

NoUnderlyingSecurityAltID

	458	UnderlyingSecurityAltID	@AltID
	459	UnderlyingSecurityAltIDSource	@AltIDSrc

end Repeating Group

end Component

462	UnderlyingProduct	@Prod
463	UnderlyingCFICode	@CFI
310	UnderlyingSecurityType	@SecTyp
763	UnderlyingSecuritySubType	@SubTyp
313	UnderlyingMaturityMonthYear	@MMY
542	UnderlyingMaturityDate	@Mat
1213	UnderlyingMaturityTime	@MatTm
241	UnderlyingCouponPaymentDate	@CpnPmt
1453	UnderlyingRestructuringType	@RestrctTyp
1454	UnderlyingSeniority	@Snrty
1455	UnderlyingNotionalPercentageOutstanding	@NotlPctOut
1456	UnderlyingOriginalNotionalPercentageOutstanding	@OrigNotlPctOut
1459	UnderlyingAttachmentPoint	@AttchPnt
1460	UnderlyingDetachmentPoint	@DetchPnt
242	UnderlyingIssueDate	@Issued
243	UnderlyingRepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
244	UnderlyingRepurchaseTerm	@RepoTrm		Depr FIX.4.4
245	UnderlyingRepurchaseRate	@RepoRt		Depr FIX.4.4
246	UnderlyingFactor	@Fctr
256	UnderlyingCreditRating	@CrdRtg
595	UnderlyingInstrRegistry	@Rgstry
592	UnderlyingCountryOfIssue	@Ctry
593	UnderlyingStateOrProvinceOfIssue	@StOrProvnc
594	UnderlyingLocaleOfIssue	@Lcl
247	UnderlyingRedemptionDate	@Redeem		Depr FIX.4.4
316	UnderlyingStrikePrice	@StrkPx
941	UnderlyingStrikeCurrency	@StrkCcy
317	UnderlyingOptAttribute	@OptA
436	UnderlyingContractMultiplier	@Mult
1437	UnderlyingContractMultiplierUnit	@MultTyp
1441	UnderlyingFlowScheduleType	@FlowSchedTyp
998	UnderlyingUnitOfMeasure	@UOM
1423	UnderlyingUnitOfMeasureQty	@UOMQty
1424	UnderlyingPriceUnitOfMeasure	@PxUOM
1425	UnderlyingPriceUnitOfMeasureQty	@PxUOMQty
1000	UnderlyingTimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419	UnderlyingExerciseStyle	@ExerStyle
435	UnderlyingCouponRate	@CpnRt
308	UnderlyingSecurityExchange	@Exch
306	UnderlyingIssuer	@Issr
362	EncodedUnderlyingIssuerLen	@EncUndIssrLen
363	EncodedUnderlyingIssuer	@EncUndIssr
307	UnderlyingSecurityDesc	@Desc
364	EncodedUnderlyingSecurityDescLen	@EncUndSecDescLen
365	EncodedUnderlyingSecurityDesc	@EncUndSecDesc
877	UnderlyingCPProgram	@CPPgm
878	UnderlyingCPRegType	@CPRegTyp
972	UnderlyingAllocationPercent	@AllocPct	Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
318	UnderlyingCurrency	@Ccy	Specific to the <UnderlyingInstrument> (not in <Instrument>)
879	UnderlyingQty	@Qty	Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)
975	UnderlyingSettlementType	@SettlTyp	Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
973	UnderlyingCashAmount	@CashAmt	Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.
974	UnderlyingCashType	@CashTyp	Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
810	UnderlyingPx	@Px	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882	UnderlyingDirtyPrice	@DirtPx	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
883	UnderlyingEndPrice	@EndPx	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884	UnderlyingStartValue	@StartVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement
885	UnderlyingCurrentValue	@CurVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral
886	UnderlyingEndValue	@EndVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

Component(-)

UnderlyingStipulations

Stip

Specific to the <UnderlyingInstrument> (not in <Instrument>)

Insert here the contents of the <UnderlyingStipulations> Component Block

Repeating Group 887

NoUnderlyingStips

	888	UnderlyingStipType	@Typ		Required if NoUnderlyingStips >0
	889	UnderlyingStipValue	@Val

end Repeating Group

end Component

1044	UnderlyingAdjustedQuantity	@AdjQty	Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).
1045	UnderlyingFXRate	@FxRate	Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
1046	UnderlyingFXRateCalc	@FxRateCalc	Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
1038	UnderlyingCapValue	@CapValu

Component(-)

UndlyInstrumentParties

Pty

Repeating Group 1058

NoUndlyInstrumentParties

Repeating group below should contain unique combinations of InstrumentPartyID, InstrumentPartyIDSource, and InstrumentPartyRole

1059	UnderlyingInstrumentPartyID	@ID	Used to identify party id related to instrument
1060	UnderlyingInstrumentPartyIDSource	@Src	Used to identify source of instrument party id
1061	UnderlyingInstrumentPartyRole	@R	Used to identify the role of instrument party id

Component(-)

UndlyInstrumentPtysSubGrp

Sub

Repeating group of InstrumentParty sub-identifiers.

Repeating Group 1062

NoUndlyInstrumentPartySubIDs

	1063	UnderlyingInstrumentPartySubID	@ID
	1064	UnderlyingInstrumentPartySubIDType	@Typ

end Repeating Group

end Component

end Repeating Group

end Component

	1039	UnderlyingSettlMethod	@SetMeth
	315	UnderlyingPutOrCall	@PutCall		Used to express option right

end Component

end Repeating Group

end Component

Currency

@Ccy

Component(-)

Stipulations

Stip

Repeating Group 232

NoStipulations

	233	StipulationType	@Typ		Required if NoStipulations >0
	234	StipulationValue	@Val

end Repeating Group

end Component

Component(-)

SecLstUpdRelSymsLegGrp

SecLstUpdRelSymsLegGrp

Repeating Group 555

NoLegs

Number of legs that make up the Security

Component(-)

InstrumentLeg

Leg

Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0

600	LegSymbol	@Sym
601	LegSymbolSfx	@Sfx
602	LegSecurityID	@ID
603	LegSecurityIDSource	@Src

Component(-)

LegSecAltIDGrp

LegAID

Repeating Group 604

NoLegSecurityAltID

@NoLegSecAltID

	605	LegSecurityAltID	@SecAltID
	606	LegSecurityAltIDSource	@SecAltIDSrc

end Repeating Group

end Component

607	LegProduct	@Prod
608	LegCFICode	@CFI
609	LegSecurityType	@SecTyp
764	LegSecuritySubType	@SecSubTyp
610	LegMaturityMonthYear	@MMY
611	LegMaturityDate	@Mat
1212	LegMaturityTime	@MatTm
248	LegCouponPaymentDate	@CpnPmt
249	LegIssueDate	@Issued
250	LegRepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
251	LegRepurchaseTerm	@RepoTrm		Depr FIX.4.4
252	LegRepurchaseRate	@RepoRt		Depr FIX.4.4
253	LegFactor	@Fctr
257	LegCreditRating	@CrdRtg
599	LegInstrRegistry	@Rgstry
596	LegCountryOfIssue	@Ctry
597	LegStateOrProvinceOfIssue	@StOrProvnc
598	LegLocaleOfIssue	@Lcl
254	LegRedemptionDate	@Redeem		Depr FIX.4.4
612	LegStrikePrice	@Strk
942	LegStrikeCurrency	@StrkCcy
613	LegOptAttribute	@OptA
614	LegContractMultiplier	@Cmult
1436	LegContractMultiplierUnit	@MultTyp
1440	LegFlowScheduleType	@FlowSchedTyp
999	LegUnitOfMeasure	@UOM
1224	LegUnitOfMeasureQty	@UOMQty
1421	LegPriceUnitOfMeasure	@PxUOM
1422	LegPriceUnitOfMeasureQty	@PxUOMQty
1001	LegTimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1420	LegExerciseStyle	@ExerStyle
615	LegCouponRate	@CpnRt
616	LegSecurityExchange	@Exch
617	LegIssuer	@Issr
618	EncodedLegIssuerLen	@EncLegIssrLen
619	EncodedLegIssuer	@EncLegIssr
620	LegSecurityDesc	@Desc
621	EncodedLegSecurityDescLen	@EncLegSecDescLen
622	EncodedLegSecurityDesc	@EncLegSecDesc
623	LegRatioQty	@RatioQty	Specific to the <InstrumentLeg> (not in <Instrument>)
624	LegSide	@Side	Specific to the <InstrumentLeg> (not in <Instrument>)
556	LegCurrency	@Ccy	Specific to the <InstrumentLeg> (not in <Instrument>)
740	LegPool	@Pool	Identifies MBS / ABS pool
739	LegDatedDate	@Dated
955	LegContractSettlMonth	@CSetMo
956	LegInterestAccrualDate	@IntAcrl
1358	LegPutOrCall	@PutCall	Used to express option right
1017	LegOptionRatio	@LegOptionRatio	LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.
566	LegPrice	@Px	Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

end Component

	690	LegSwapType	@SwapTyp
	587	LegSettlType	@SettlTyp

Component(-)

LegStipulations

Stip

Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0

Repeating Group 683

NoLegStipulations

	688	LegStipulationType	@StipTyp		Required if NoLegStipulations >0
	689	LegStipulationValue	@StipVal

end Repeating Group

end Component

Component(-)

LegBenchmarkCurveData

BnchmkCurve

Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0

676	LegBenchmarkCurveCurrency	@Ccy
677	LegBenchmarkCurveName	@Name
678	LegBenchmarkCurvePoint	@Point
679	LegBenchmarkPrice	@Px
680	LegBenchmarkPriceType	@PxTyp

end Component

end Repeating Group

end Component

Component(-)

SpreadOrBenchmarkCurveData

SprdBnchmkCurve

Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES "

218	Spread	@Spread	For Fixed Income
220	BenchmarkCurveCurrency	@Ccy
221	BenchmarkCurveName	@Name
222	BenchmarkCurvePoint	@Point
662	BenchmarkPrice	@Px
663	BenchmarkPriceType	@PxTyp	Must be present if BenchmarkPrice is used.
699	BenchmarkSecurityID	@SecID	The identifier of the benchmark security, e.g. Treasury against Corporate bond.
761	BenchmarkSecurityIDSource	@SecIDSrc	Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

end Component

Component(-)

YieldData

Yield

Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES "

235	YieldType	@Typ
236	Yield	@Yld
701	YieldCalcDate	@CalcDt
696	YieldRedemptionDate	@RedDt
697	YieldRedemptionPrice	@RedPx
698	YieldRedemptionPriceType	@RedPxTyp

end Component

1504	RelSymTransactTime	@TxnTm
58	Text	@Txt	Comment, instructions, or other identifying information.
354	EncodedTextLen	@EncTxtLen	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	@EncTxt	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

end Repeating Group

end Component

8	BeginString		FIXT.1.1 (Always unencrypted, must be first field in message)
9	BodyLength		(Always unencrypted, must be second field in message)
35	MsgType	@MsgTyp	(Always unencrypted, must be third field in message)
1128	ApplVerID	@ApplVerID	Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
1156	ApplExtID
1129	CstmApplVerID		Used to support bilaterally agreed custom functionality
49	SenderCompID	@SID	(Always unencrypted)
56	TargetCompID	@TID	(Always unencrypted)
115	OnBehalfOfCompID	@OBID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
128	DeliverToCompID	@D2ID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
90	SecureDataLen		Required to identify length of encrypted section of message. (Always unencrypted)
91	SecureData		Required when message body is encrypted. Always immediately follows SecureDataLen field.
34	MsgSeqNum	@SeqNum	(Can be embedded within encrypted data section.)
50	SenderSubID	@SSub	(Can be embedded within encrypted data section.)
142	SenderLocationID	@SLoc	Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
57	TargetSubID	@TSub	"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
143	TargetLocationID	@TLoc	Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
116	OnBehalfOfSubID	@OBSub	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
144	OnBehalfOfLocationID	@OBLoc	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
129	DeliverToSubID	@D2Sub	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
145	DeliverToLocationID	@D2Loc	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
43	PossDupFlag	@PosDup	Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
97	PossResend	@PosRsnd	Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
52	SendingTime	@Snt	(Can be embedded within encrypted data section.)
122	OrigSendingTime	@OrigSnt	Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)
212	XmlDataLen		Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
213	XmlData		Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support
347	MessageEncoding	@MsgEncd	Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.
369	LastMsgSeqNumProcessed		The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

628	HopCompID	@ID
629	HopSendingTime	@Snt
630	HopRefID	@Ref

1180	ApplID	@ApplID	Identifies the application with which a message is associated. Used only if application sequencing is in effect.
1181	ApplSeqNum	@ApplSeqNum	Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified.
1350	ApplLastSeqNum	@ApplLastSeqNum	The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified
1352	ApplResendFlag	@ApplResendFlag	Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request.

964	SecurityReportID	@RptID	Identifier for the Security List Update message in a bulk transfer environment (No Request/Response)
1465	SecurityListID	@ListID	Identifies a specific Security List entity
1466	SecurityListRefID	@ListRefID	Provides a reference to another Security List
1467	SecurityListDesc	@ListDesc
1468	EncodedSecurityListDescLen
1469	EncodedSecurityListDesc
1470	SecurityListType	@ListTyp	Identifies a list type
1471	SecurityListTypeSource	@LstTypSrc	Identifies the sourec as a listype
320	SecurityReqID	@ReqID
322	SecurityResponseID	@RspID	Identifier for the Security List message.
560	SecurityRequestResult	@ReqRslt	Result of the Security Request identified by the SecurityReqID.
393	TotNoRelatedSym	@TotNoReltdSym	Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
715	ClearingBusinessDate	@BizDt
980	SecurityUpdateAction	@UpdActn
292	CorporateAction	@CorpActn	Identifies the type of Corporate Action that triggered the update
1301	MarketID	@MktID	Identifies the market which lists and trades the instrument.
1300	MarketSegmentID	@MktSegID	Identifies the segment of the market specified in MarketID(96)
60	TransactTime	@TxnTm
893	LastFragment	@LastFragment	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

93	SignatureLength	Required when trailer contains signature. Note: Not to be included within SecureData field
89	Signature	Note: Not to be included within SecureData field
10	CheckSum	(Always unencrypted, always last field in message)

FIX.5.0SP2 Message

SecurityListUpdateReport [type 'BK']

<SecListUpd>