FIX 5.0 : ListStrikePrice <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 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 - <UndInstrmtStrkPxGrp> N Number of underlyings
<MessageTrailer> Y

 

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