Derivative Security List Update Report (MsgType = BR, FIXML = 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.

Tag				Field Name	FIXML	Req'd	Comments
<Standard Message Header>						Y	MsgType = BR
<ApplicationSequenceControl>						N
320				SecurityReqID	@ReqID	N
322				SecurityResponseID	@RspID	N	Identifier for the Derivative Security List message.
560				SecurityRequestResult	@ReqRslt	N	Result of the Security Request identified by SecurityReqID.
980				SecurityUpdateAction	@UpdActn	N	Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed.
<UnderlyingInstrument>						N	Underlying security for which derivatives are being returned.
1214				DerivativeSymbol	@Sym	N	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.
1215				DerivativeSymbolSfx	@Sfx	N	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.
1216				DerivativeSecurityID	@ID	N	Takes precedence in identifying security to counterparty over SecurityAltID block. Requires DerivativeSecurityIDSource if specified.
1217				DerivativeSecurityIDSource	@Src	C	Required if DerivativeSecurityID is specified.
1218				NoDerivativeSecurityAltID	AID	N
=>	1219			DerivativeSecurityAltID	@ID	C
=>	1220			DerivativeSecurityAltIDSource	@Src	C
1246				DerivativeProduct	@Prod	N	Indicates the type of product the security is associated with (high-level category).
1228				DerivativeProductComplex	@ProdCmplx	N	Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc.
1243				DerivFlexProductEligibilityIndicator	@FlexProdElig	N	Used to indicate if a product or group of product supports the creation of flexible securities.
1247				DerivativeSecurityGroup	@SecGrp	N	An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions..
1248				DerivativeCFICode	@CFI	N	Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that DerivativeCFICode be used instead of DerivativeSecurityType for non-Fixed Income instruments.
1249				DerivativeSecurityType	@SecTyp	C	It is recommended that DerivativeCFICode 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 DerivativeSecurityType (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
1250				DerivativeSecuritySubType	@SecSubTyp	N	Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, DerivativeSecurityType is required.
1251				DerivativeMaturityMonthYear	@MMY	N	Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified.
1252				DerivativeMaturityDate	@MatDt	N	Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and 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.
1253				DerivativeMaturityTime	@MatTm	N
1254				DerivativeSettleOnOpenFlag	@OpenCloseSettlFlag	N	Indicator to determine if Instrument is Settle on Open.
1255				DerivativeInstrmtAssignmentMethod	@AsgnMeth	N
1256				DerivativeSecurityStatus	@Stat	N	Gives the current state of the instrument.
1276				DerivativeIssueDate	@IssDt	N	Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
1257				DerivativeInstrRegistry	@Rgstry	N	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.
1258				DerivativeCountryOfIssue	@Ctry	N	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.
1259				DerivativeStateOrProvinceOfIssue	@StPrv	N	A two-character state or province abbreviation.
1260				DerivativeLocaleOfIssue	@Lcl	N	The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
1261				DerivativeStrikePrice	@StrkPx	N	Used for derivatives, such as options and covered warrants.
1262				DerivativeStrikeCurrency	@StrkCcy	N	Used for derivatives.
1263				DerivativeStrikeMultiplier	@StrkMult	N	Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
1264				DerivativeStrikeValue	@StrkValu	N	Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
1265				DerivativeOptAttribute	@OptAt	N	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.
1266				DerivativeContractMultiplier	@Mult	N	For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
1267				DerivativeMinPriceIncrement	@MinPxIncr	N	Minimum price increment for the instrument. Could also be used to represent tick value.
1268				DerivativeMinPriceIncrementAmount	@MinPxIncrAmt	N	Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
1269				DerivativeUnitOfMeasure	@UOM	N
1270				DerivativeUnitOfMeasureQty	@UOMQty	N
1315				DerivativePriceUnitOfMeasure	@PxUOM	N
1316				DerivativePriceUnitOfMeasureQty	@PxUOMQty	N
1317				DerivativeSettlMethod	@SettlMeth	N	Settlement method for a contract. Can be used as an alternative to CFI Code value.
1318				DerivativePriceQuoteMethod	@PxQteMeth	N	Method for price quotation.
1319				DerivativeFuturesValuationMethod	@FutValMeth	N	For futures, indicates type of valuation method applied.
1320				DerivativeListMethod	@ListMeth	N	Indicates whether strikes are pre-listed only or can also be defined via user request.
1321				DerivativeCapPrice	@CapPx	N	Used to express the ceiling price of a capped call.
1322				DerivativeFloorPrice	@FlrPx	N	Used to express the floor price of a capped put.
1323				DerivativePutOrCall	@PutCall	N
1299				DerivativeExerciseStyle	@ExerStyle	N	Type of exercise of a derivatives security.
1225				DerivativeOptPayAmount	@OptPayAmt	N	Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount.
1271				DerivativeTimeUnit	@TmUnit	N	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.).
1272				DerivativeSecurityExchange	@Exch	N	Can be used to identify the security.
1273				DerivativePositionLimit	@PosLmt	N	Position Limit for the instrument.
1274				DerivativeNTPositionLimit	@NTPosLmt	N	Near-term Position Limit for the instrument.
1275				DerivativeIssuer	@Issr	N
1277				DerivativeEncodedIssuerLen	@EncIssrLen	C	Must be set if EncodedIssuer field is specified and must immediately precede it.
1278				DerivativeEncodedIssuer	@EncIssr	C	Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
1279				DerivativeSecurityDesc	@Desc	N
1280				DerivativeEncodedSecurityDescLen	@EncSecDescLen	C	Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
1281				DerivativeEncodedSecurityDesc	@EncSecDesc	C	Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
<DerivativeSecurityXML>						N	Embedded XML document describing security.
1285				DerivativeContractSettlMonth	@CSetMo	N	Must be present for MBS or TBA.
1286				NoDerivativeEvents	Evnt	N
=>	1287			DerivativeEventType	@EventTyp	C	Indicates type of event describing security.
=>	1288			DerivativeEventDate	@Dt	N
=>	1289			DerivativeEventTime	@Tm	N	Specific time of event. To be used in combination with DerivativeEventDateEventDate [1288]
=>	1290			DerivativeEventPx	@Px	N
=>	1291			DerivativeEventText	@Txt	N
1292				NoDerivativeInstrumentParties	Pty	N	Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole
=>	1293			DerivativeInstrumentPartyID	@ID	C	Used to identify party id related to instrument series.
=>	1294			DerivativeInstrumentPartyIDSource	@Src	C	Used to identify source of instrument series party id.
=>	1295			DerivativeInstrumentPartyRole	@R	C	Used to identify the role of instrument series party id.
=>	1296			NoDerivativeInstrumentPartySubIDs	Sub	N
=>	=>	1297		DerivativeInstrumentPartySubID	@ID	C
=>	=>	1298		DerivativeInstrumentPartySubIDType	@Typ	C
1311				NoDerivativeInstrAttrib	Attrb	N
=>	1313			DerivativeInstrAttribType	@Typ	C
=>	1314			DerivativeInstrAttribValue	@Val	C
1310				NoMarketSegments	MktSegGrp	N	Number of Market Segments on which a security may trade.
=>	1301			MarketID	@MktID	C	Identifies the market which lists and trades the instrument.
=>	1300			MarketSegmentID	@MktSegID	N	Identifies the segment of the market to which the specify trading rules and listing rules apply.
=>	<SecurityTradingRules>					N
=>	1201			NoStrikeRules	StrkRules	N	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	C	Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated.
=>	=>	1202		StartStrikePxRange	@StartStrkPxRng	N	Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying.
=>	=>	1203		EndStrikePxRange	@EndStrkPxRng	N	Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying.
=>	=>	1204		StrikeIncrement	@StrkIncr	N	Value by which strike price should be incremented within the specified price.
=>	=>	1304		StrikeExerciseStyle	@StrkExrStyle	N	Enumeration that represents the exercise style for a class of options. Same values as ExerciseStyle.
=>	=>	1236		NoMaturityRules	MatRules	N	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	C	Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated.
=>	=>	=>	1303	MaturityMonthYearFormat	@MMYFmt	N	Format used to generate the MMY for each option contract.
=>	=>	=>	1302	MaturityMonthYearIncrementUnits	@MMYIncrUnits	N	Enumeration specifying the increment unit.
=>	=>	=>	1241	StartMaturityMonthYear	@StartMMY	N	Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying.
=>	=>	=>	1226	EndMaturityMonthYear	@EndMMY	N	Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying.
=>	=>	=>	1229	MaturityMonthYearIncrement	@MMYIncr	N	Value by which maturity month year should be incremented within the specified price range.
393				TotNoRelatedSym	@TotNoReltdSym	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	@LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
146				NoRelatedSym	RelSym	N
=>	1324			ListUpdateAction	@ListUpdActn	C	If provided, then Instrument occurrence has explicitly changed.
=>	292			CorporateAction	@CorpActn	N
=>	<Instrument>					N
=>	<InstrumentExtension>					N
=>	1305			SecondaryPriceLimitType	@PxLmtTyp	N
=>	1221			SecondaryLowLimitPrice	@LowLmtPx	N
=>	1230			SecondaryHighLimitPrice	@HiLmtPx	N
=>	1240			SecondaryTradingReferencePrice	@TrdgRefPx	N
=>	15			Currency	@Ccy	N
=>	555			NoLegs	Leg	N
=>	=>	<InstrumentLeg>				C	Must be provided if Number of legs > 0
=>	58			Text	@Txt	N	Comment, instructions, or other identifying information.
=>	354			EncodedTextLen	@EncTxtLen	C	Must be set if EncodedText (355) field is specified and must immediately precede it.
=>	355			EncodedText	@EncTxt	C	Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
<Standard Message Trailer>						Y

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