| FRAMES | NO FRAMES |
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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. | |||||
| <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 | |||||
| 60 | TransactTime | @TxnTm | N | ||||
| 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. | |||
| <RelSymDerivSecUpdGrp> | N | ||||||
| <Standard Message Trailer> | Y | ||||||
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| FRAMES | NO FRAMES |