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 | @TotNoStrks | Y | Used to support fragmentation. Sum of NoStrikes (428) across all messages with the same ListID (66) . | |||
| 893 | LastFragment | @LastFragment | N | Used to indicate if message is the last of a fragmented set of messages | |||
| 428 | NoStrikes | StrkPX | Y | Number of strike price entries | |||
| => | <Instrument> | Y | Required if NoStrikes (428) > 0. Must be first field in repeating group. | ||||
| => | 711 | NoUnderlyings | Undly | N | Number of underlyings | ||
| => | => | <Underlying Instrument> | C | Must be provided if Number of underlyings > 0 | |||
| => | 140 | PrevClosePx | @PrevClsPx | 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. | ||
| => | 526 | SecondaryClOrdID | @ClOrdID2 | N | |||
| => | 54 | Side | @Side | N | |||
| => | 44 | Price | @Px | Y | |||
| => | 15 | Currency | @Ccy | N | |||
| => | 58 | Text | @Txt | N | |||
| => | 354 | EncodedTextLen | @EncTxtLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | ||
| => | 355 | EncodedText | @EncTxt | 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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