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