This message is used to send updates to an option family or the strikes that comprise an option family.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| Component | ||||
| 320 | String | |||
| 322 | String | Identifier for the Derivative Security List message | ||
| 560 | Int Enum | Result of the Security Request identified by SecurityReqID | ||
| 980 | Char Enum | Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed | ||
| Component | Underlying security for which derivatives are being returned | |||
| Component | 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 | UTCTimestamp | Represents the time at which a security was last updated | ||
| 60 | UTCTimestamp | |||
| 393 | Int | Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required | ||
| 893 | Boolean Enum | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented | ||
| Component | ||||
| Component |