DerivativeSecurityListUpdateReport <BR> message – FIX 5.0 SP2 – FIX Dictionary

FIX 5.0 SP2 : DerivativeSecurityListUpdateReport <BR> message

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

Derivative Security List Update Report

Tag	Field Name	Req'd	Comments
Component Block - <StandardHeader>		Y	MsgType = BR
320	SecurityReqID	N
322	SecurityResponseID	N	Identifier for the Derivative Security List message
560	SecurityRequestResult	N	Result of the Security Request identified by SecurityReqID
980	SecurityUpdateAction	N	Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed
Component Block - <UnderlyingInstrument>		N	Underlying security for which derivatives are being returned
Component Block - <DerivativeSecurityDefinition>		N	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, MarketSegmentGrp
393	TotNoRelatedSym	N	Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component Block - <RelSymDerivSecUpdGrp>		N
Component Block - <ApplicationSequenceControl>		N
60	TransactTime	N
Component Block - <StandardTrailer>		Y