The Strike Price (m) 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 | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = 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 |
||
| => | Component Block - <Instrument> | Y | Required if NoStrikes (428) > 0. Must be first field in
repeating group. |
||
| => | 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 | C | Must be set if EncodedText (355) field is specified and
must immediately precede it. |
|
| => | 355 | EncodedText | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. |
|
| <Standard Message Trailer> | Y | ||||