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 | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = m | |||||
| 66 | ListID | ListID | Y | ||||
| 422 | TotNoStrikes | TotNoStrikes | Y | Used to support fragmentation. Sum of NoStrikes (428) across all messages with the same ListID (66) . | |||
| 428 | NoStrikes | NoStrikes | Y | Number of strike price entries | |||
| => | 55 | Symbol | Symbol | Y | Required if NoStrikes (428) > 0. Must be first field in repeating group. | ||
| => | 65 | SymbolSfx | SymbolSfx | N | |||
| => | 48 | SecurityID | SecurityID | N | |||
| => | 22 | IDSource | IDSource | N | |||
| => | 167 | SecurityType | SecurityType | N | Must be specified if a Future or Option. If a Future: Symbol (55) , SecurityType (167) , and MaturityMonthYear (200) are required. If an Option: Symbol (55) , SecurityType (167) , MaturityMonthYear (200) , PutOrCall (201) , and StrikePrice (202) are required. | ||
| => | 200 | MaturityMonthYear | MonthYear | C | Specifies the month and year of maturity. Required if MaturityDay (205) is specified. | ||
| => | 205 | MaturityDay | Day | N | Can be used in conjunction with MaturityMonthYear (200) to specify a particular maturity date. | ||
| => | 201 | PutOrCall | PutCall | C | For Options. | ||
| => | 202 | StrikePrice | StrikePx | C | For Options. | ||
| => | 206 | OptAttribute | OptAttribute | N | For Options. | ||
| => | 231 | ContractMultiplier | ContractMultiplier | N | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | ||
| => | 223 | CouponRate | CouponRate | N | For Fixed Income. | ||
| => | 207 | SecurityExchange | SecurityExch | N | Can be used to identify the security. | ||
| => | 106 | Issuer | Issuer | N | |||
| => | 348 | EncodedIssuerLen | EncodedIssuerLen | C | Must be set if EncodedIssuer (349) field is specified and must immediately precede it. | ||
| => | 349 | EncodedIssuer | EncodedIssuer | C | Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. | ||
| => | 107 | SecurityDesc | SecurityDesc | N | |||
| => | 350 | EncodedSecurityDescLen | EncodedSecDescLen | C | Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. | ||
| => | 351 | EncodedSecurityDesc | EncodedSecDesc | C | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. | ||
| => | 140 | PrevClosePx | PrevClosePx | N | Useful for verifying security identification | ||
| => | 11 | ClOrdID | ClOrdID | N | Can use client order identifier or the symbol and side to uniquely identify the stock in the list. | ||
| => | 54 | Side | Side | N | |||
| => | 44 | Price | Price | Y | |||
| => | 15 | Currency | Currency | N | |||
| => | 58 | Text | Text | N | |||
| => | 354 | EncodedTextLen | EncodedTextLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | ||
| => | 355 | EncodedText | 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 | ||||||
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