Message DerivativeSecurityListUpdateReport (BR)

The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family.

Added in protocol FIX.5.0

See in: FIX.5.0SP1, FIX.5.0SP2.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = BR Y FIX.5.0
Block ApplicationSequenceControl FIX.5.0
320 SecurityReqID FIX.5.0
322 SecurityResponseID Identifier for the Derivative Security List message FIX.5.0
560 SecurityRequestResult Result of the Security Request identified by SecurityReqID FIX.5.0
980 SecurityUpdateAction Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed FIX.5.0
Block UnderlyingInstrument Underlying security for which derivatives are being returned FIX.5.0
ImplicitBlock DerivativeSecurityDefinition 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 FIX.5.0
779 LastUpdateTime Represents the time at which a security was last updated FIX.5.0SP2 (107)
60 TransactTime FIX.5.0SP1 (94)
393 TotNoRelatedSym Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. FIX.5.0
893 LastFragment Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. FIX.5.0
ImplicitBlockRepeating RelSymDerivSecUpdGrp FIX.5.0
Block StandardTrailer Y FIX.5.0