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FIX 4.2 : List Strike Price <m> message

Structure | Related Messages

Description

The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = m
66 ListID Y
422 TotNoStrikes Y

Used to support fragmentation. Sum of NoStrikes <428> across all messages with the same ListID <66>.

428 NoStrikes Y

Number of strike price entries

=> 55 Symbol Y

Required if NoStrikes <428> > 0. Must be first field in repeating group.

=> 65 SymbolSfx N
=> 48 SecurityID N
=> 22 IDSource N
=> 167 SecurityType N

Must be specified if a Future or Option. If a Future: Symbol <55>, SecurityType <167>, and MaturityMonthYear <200> are required. If an Option: Symbol <55>, SecurityType <167>, MaturityMonthYear <200>, PutOrCall <201>, and StrikePrice <202> are required.

=> 200 MaturityMonthYear N

Specifiesthe month and year of maturity. Required if MaturityDay <205> is specified.

=> 205 MaturityDay N

Can be used in conjunction with MaturityMonthYear <200> to specify a particular maturity date.

=> 201 PutOrCall N

For Options.

=> 202 StrikePrice N

For Options.

=> 206 OptAttribute N

For Options.

=> 231 ContractMultiplier N

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

=> 223 CouponRate N

For Fixed Income.

=> 207 SecurityExchange N

Can be used to identify the security.

=> 106 Issuer N
=> 348 EncodedIssuerLen N

Must be set if EncodedIssuer <349> field is specified and must immediately precede it.

=> 349 EncodedIssuer N

Encoded (non-ASCII characters) representation of the Issuer <106> field in the encoded format specified via the MessageEncoding <347> field.

=> 107 SecurityDesc N
=> 350 EncodedSecurityDescLen N

Must be set if EncodedSecurityDesc <351> field is specified and must immediately precede it.

=> 351 EncodedSecurityDesc N

Encoded (non-ASCII characters) representation of the SecurityDesc <107> field in the encoded format specified via the MessageEncoding <347> field.

=> 140 PrevClosePx N

Useful for verifying security identification

=> 11 ClOrdID N

Can use client order identifier or the symbol and side to uniquely identify the stock in the list.

=> 54 Side N
=> 44 Price Y
=> 15 Currency N
=> 58 Text N
=> 354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

=> 355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

<MessageTrailer> Y  

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