FIX 4.4 : 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>.

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