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FIXtags

FIX MESSAGE 35=BR

DerivativeSecurityListUpdateReport

MsgType (35) = BRSecuritiesReferenceDataAdded FIX.5.0

Definition

The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family.

Message structure 4096 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

Nested fields load when needed. Open the full static layout (also works without JavaScript).

  1. StandardHeaderComponentRequired

    MsgType = BR

    StandardHeader definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  2. ApplicationSequenceControlComponent—

    ApplicationSequenceControl definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  3. 320 SecurityReqIDString—
  4. 322 SecurityResponseIDString—

    Identifier for the Derivative Security List message

  5. 560 SecurityRequestResultint—

    Result of the Security Request identified by SecurityReqID

  6. 980 SecurityUpdateActionchar—

    Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed

  7. UnderlyingInstrumentComponent—

    Underlying security for which derivatives are being returned

    UnderlyingInstrument definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  8. DerivativeSecurityDefinitionComponent—

    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

    DerivativeSecurityDefinition definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  9. 779 LastUpdateTimeUTCTimestamp—

    Represents the time at which a security was last updated

  10. 60 TransactTimeUTCTimestamp—
  11. 393 TotNoRelatedSymint—

    Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required.

  12. 893 LastFragmentBoolean—

    Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

  13. RelSymDerivSecUpdGrpRepeating groupCount tag 146—

    RelSymDerivSecUpdGrp definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  14. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    Open this block to load its fields in message context, or follow the definition link.