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 EP240.
| 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 | ||
| 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 |