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 | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = m |
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| 66 | ListID | Y | |||
| 422 | TotNoStrikes | Y | Used to support fragmentation. Sum of NoStrikes (428) across all messages with the same ListID. |
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| 893 | LastFragment | N | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. |
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| 428 | NoStrikes | Y | Number of strike price entries |
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| => | Component Block - <Instrument> | Y | "Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages""
Required if NoStrikes (428) > 0. Must be first field in repeating group. |
||
| 711 | NoUnderlyings | N | Number of underlyings |
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| => | Component Block - <UnderlyingInstrument> | N | Must be provided if Number of underlyings > 0 |
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| => | 140 | PrevClosePx | N | Useful for verifying security identification |
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| => | 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. |
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| <Standard Message Trailer> | Y | ||||