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
|Component Block - <StandardHeader>
|MsgType = BR
|Component Block - <ApplicationSequenceControl>
|Identifier for the Derivative Security List message
|Result of the Security Request identified by SecurityReqID
|Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed
|Component Block - <UnderlyingInstrument>
|Underlying security for which derivatives are being returned
|Component Block - <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
Represents the time at which a security was last updated
|Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.
|Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
|Component Block - <RelSymDerivSecUpdGrp>
|Component Block - <StandardTrailer>