| 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>.
|
| 893 |
LastFragment |
N |
Used to indicate if message is the last of a fragmented set of messages
|
| 428 |
NoStrikes |
Y |
Number of strike price entries
|
| => |
Component Block - <Instrument> |
Y |
Insert here the set of "<Instrument>" (symbology) fields
Required if NoStrikes <428> > 0. Must be first field in repeating group.
|
| 711 |
NoUnderlyings |
N |
Number of underlyings
|
| => |
Component Block - <UnderlyingInstrument> |
N |
Must be provided if Number of underlyings > 0
|
| => |
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.
|
| => |
526 |
SecondaryClOrdID |
N |
|
| => |
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 |
|
