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BR Derivative Security List Update Report

This message is used to send updates to an option family or the strikes that comprise an option family.

Structure

TagNameTypeRequiredDescription
Component
Required
Component
320String
322String
Identifier for the Derivative Security List message
560Int Enum
Result of the Security Request identified by SecurityReqID
980Char 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
779UTCTimestamp
Represents the time at which a security was last updated
60UTCTimestamp
393Int
Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required
893Boolean Enum
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented
Component
Component
Required