SecurityRiskMetricsReport (MsgType = EG, FIXML = SecRiskMtrcsRpt)

SecurityRiskMetricsReport(35=EG) is used for publishing the risk metrics, valuation metrics or analytics of one or more securities, or for an option series.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = EG
2988	SecurityRiskMetricsReportID	@RptID	Y	Unique identifier for the SecurityRiskMetricsReport(35=EG) message.
2989	RiskMetricsSecurityGroup	@MtrcsSecGrp	N	May be used to identify the group of related instruments provided in SecurityRiskMetricGrp. Conditionally required when RiskMetricsSecuritySubGroup(2990) is present.
2990	RiskMetricsSecuritySubGroup	@MtrcsSecSubGrp	N	May be used with RiskMetricsSecurityGroup(2989) to provide a more granular group identification.
60	TransactTime	@TxnTm	N	Timestamp when the business transaction represented by the message occurred.
<UnderlyingInstrument>			N
2991	UnderlyingBidPx	@UndBidPx	N	May be used to specify the (best) bid of the underlying instrument when valuation calculation uses real-time prices.
2992	UnderlyingOfferPx	@UndOfrPx	N	May be used to specify the (best) offer of the underlying instrument when valuation calculation uses real-time prices.
2993	MetricsCalculationPriceSource	@MtrcsCalcPxSrc	N	Specifies the source of the price(s) of the security used in the calculation of the metrics or analytics data.
1190	RiskFreeRate	@RFR	N	May be used to identify the risk free rate used in the pricing model specified.
2994	AssetValuationModel	@AssetValModel	N	Identifies the model used for asset valuation or pricing calculations.
893	LastFragment	@LastFragment	N	Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
<SecurityRiskMetricGrp>			N	Upper strike price for Asian option feature. Strike percentage for a Strike Spread.
<Standard Message Trailer>			Y

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