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.
<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