Security List Update Report (MsgType = BK, FIXML = SecListUpd)

The Security List Update Report (BK) 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.

Tag				Field Name	FIXML	Req'd	Comments
<Standard Message Header>						Y	MsgType = BK
<ApplicationSequenceControl>						N
964				SecurityReportID	@RptID	N	Identifier for the Security List (y) Update message in a bulk transfer environment (No Request/Response)
320				SecurityReqID	@ReqID	N
322				SecurityResponseID	@RspID	N	Identifier for the Security List (y) message.
560				SecurityRequestResult	@ReqRslt	N	Result of the Security Request identified by the SecurityReqID.
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.
715				ClearingBusinessDate	@BizDt	N
980				SecurityUpdateAction	@UpdActn	N	Specifies New (0), Cancel (1) or Replace (2)
292				CorporateAction	@CorpActn	N	Identifies the type of Corporate Action that triggered the update
1301				MarketID	@MktID	N	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.
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	SecL	N	Specifies the number of repeating symbols (instruments) specified
=>	1324			ListUpdateAction	@ListUpdActn	C
=>	<Instrument>					N	Insert here the set of "Instrument" fields defined in "common components of application messages" of the requested Security.
=>	<InstrumentExtension>					N	Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES ".
=>	<FinancingDetails>					N	Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES ".
=>	<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.
=>	711			NoUnderlyings		N	Number of underlyings
=>	=>	<UnderlyingInstrument>				C	Must be provided if Number of underlyings > 0
=>	15			Currency	@Ccy	N
=>	<Stipulations>					N
=>	555			NoLegs	SecLstUpdRelSymsLegGrp	N	Number of legs that make up the Security
=>	=>	<InstrumentLeg>				C	Insert here the set of "Instrument Legs" fields defined in "common components of application messages" Required if NoLegs (555) > 0
=>	=>	690		LegSwapType	@SwapTyp	N
=>	=>	587		LegSettlType	@SettlTyp	N
=>	=>	<LegStipulations>				C	Insert here the set of "LegStipulations" fields defined in "common components of application messages" Required if NoLegs (555) > 0
=>	=>	<LegBenchmarkCurveData>				C	Insert here the set of "LegBenchmarkCurveData" fields defined in "common components of application messages" Required if NoLegs (555) > 0
=>	<SpreadOrBenchmarkCurveData>					N	Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES ".
=>	<YieldData>					N	Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES ".
=>	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

All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.