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


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