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.


Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = m (lowercase)
66 ListID Y
422 TotNoStrikes Y Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID.
893 LastFragment N Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component Block - <InstrmtStrkPxGrp> Y Number of strike price entries
Component Block - <StandardTrailer> Y