Description
The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family.
Derivative Security List Update Report
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType = BR | ||
| Component Block - <ApplicationSequenceControl> | N | |||
| 320 | SecurityReqID | N | ||
| 322 | SecurityResponseID | N | Identifier for the Derivative Security List message | |
| 560 | SecurityRequestResult | N | Result of the Security Request identified by SecurityReqID | |
| 980 | SecurityUpdateAction | N | Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed | |
| Component Block - <UnderlyingInstrument> | N | Underlying security for which derivatives are being returned | ||
| Component Block - <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 | ||
| 779 | LastUpdateTime | N |
Represents the time at which a security was last updated |
|
| 60 | TransactTime | N | ||
| 393 | TotNoRelatedSym | 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 | N | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. | |
| Component Block - <RelSymDerivSecUpdGrp> | N | |||
| Component Block - <StandardTrailer> | Y | |||