Message
DerivativeSecurityListUpdateReport (BR)
| ID | 103 |
| Pedigree | Added EP-1, Updated EP97 |
The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = BR | Added EP-1 | ||
ApplicationSequenceControl | Added EP-1 | ||||
320 | Added EP-1 | ||||
322 | Identifier for the Derivative Security List message | Added EP-1 | |||
560 | Result of the Security Request identified by SecurityReqID | Added EP-1 | |||
980 | Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed | Added EP-1 | |||
UnderlyingInstrument | Underlying security for which derivatives are being returned | Added EP-1 | |||
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 | Added EP-1 | |||
779 | Represents the time at which a security was last updated | Added EP107 | |||
60 | Added EP94 | ||||
393 | Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. | Added EP-1 | |||
893 | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. | Added EP-1 | |||
RelSymDerivSecUpdGrp | Added EP-1 | ||||
StandardTrailer | Y | Added EP-1 |
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