FIX.4.2 Message

ListStrikePrice [type 'm']

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.


Added  FIX.4.2

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Field or ComponentField NameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = m (lowercase)

 
66ListID 
422TotNoStrikes

Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID.

 
Repeating Group 428NoStrikes

Number of strike price entries

 
55Symbol

Required if NoStrikes > 0. Must be first field in repeating group.

 
65SymbolSfx  
48SecurityID  
22IDSource  
167SecurityType 

Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.

 
200MaturityMonthYear 

Specifiesthe month and year of maturity. Required if MaturityDay is specified.

 
205MaturityDay 

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

 
201PutOrCall 

For Options.

 
202StrikePrice 

For Options.

 
206OptAttribute 

For Options.

 
231ContractMultiplier 

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

 
223CouponRate 

For Fixed Income.

 
207SecurityExchange 

Can be used to identify the security.

 
106Issuer  
348EncodedIssuerLen 

Must be set if EncodedIssuer field is specified and must immediately precede it.

 
349EncodedIssuer 

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

 
107SecurityDesc  
350EncodedSecurityDescLen 

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

 
351EncodedSecurityDesc 

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

 
140PrevClosePx 

Useful for verifying security identification

 
11ClOrdID 

Can use client order identifier or the symbol and side to uniquely identify the stock in the list.

 
54Side  
44Price 
15Currency  
58Text  
354EncodedTextLen 

Must be set if EncodedText field is specified and must immediately precede it.

 
355EncodedText 

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

 
end Repeating Group
ComponentStandardTrailer