---
title: "FIX 5.0 SP2 EP299: SecurityRiskMetricsReport <EG> message – FIX Dictionary – Onix Solutions"
description: "<meta name=\"description\" content=\"SecurityRiskMetricsReport&lt;EG&gt; message &ndash; FIX 5.0 SP2 EP299, FIX protocol version FIX 5.0 SP2 EP299\" /> <meta name=\"keywords\" content=\"message, SecurityRiskMetricsReport, MsgType=EG, FIX 5.0 SP2 EP299, FIX Protocol, FIX dictionary\" />"
---

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# SecurityRiskMetricsReport <EG> message

## FIX 5.0 SP2 EP299

### Description

[SecurityRiskMetricsReport <EG>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/msgType_EG_6971.html) is used for publishing the risk metrics, valuation metrics or analytics of one or more securities, or for an option series.

### Structure

| Tag | Field Name | Req'd | Comments |
| --- | --- | --- | --- |
| [Component Block - <StandardHeader>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_StandardHeader.html) | Y | [MsgType <35>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_35.html)=EG |  |
| 2988 | [SecurityRiskMetricsReportID](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2988.html) | Y |  |
| 2989 | [RiskMetricsSecurityGroup](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2989.html) | N | May be used to identify the group of related instruments provided in SecurityRiskMetricGrp. Conditionally required when [RiskMetricsSecuritySubGroup <2990>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2990.html) is present. |
| 2990 | [RiskMetricsSecuritySubGroup](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2990.html) | N | May be used with [RiskMetricsSecurityGroup <2989>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2989.html) to provide a more granular group identification. |
| 60 | [TransactTime](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_60.html) | N |  |
| [Component Block - <UnderlyingInstrument>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_UnderlyingInstrument.html) | N | [UnderlyingPx <810>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_810.html) within the component may be used when valuation calculation uses a single reference price. |  |
| 2991 | [UnderlyingBidPx](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2991.html) | N | May be used to specify the (best) bid of the underlying instrument when valuation calculation uses real-time prices. |
| 2992 | [UnderlyingOfferPx](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2992.html) | N | May be used to specify the (best) offer of the underlying instrument when valuation calculation uses real-time prices. |
| 2993 | [MetricsCalculationPriceSource](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2993.html) | N |  |
| 1190 | [RiskFreeRate](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_1190.html) | N | May be used to identify the risk free rate used in the pricing model specified. |
| 2994 | [AssetValuationModel](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2994.html) | N |  |
| 893 | [LastFragment](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_893.html) | N |  |
| [Component Block - <SecurityRiskMetricGrp>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_SecurityRiskMetricGrp.html) | N |  |  |
| [Component Block - <StandardTrailer>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/compBlock_StandardTrailer.html) | Y |  |  |

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