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
Expand Components | Collapse Components
Field or Component | Field Name | Req'd | Comments | Depr. |
---|
Component | StandardHeader |
MsgType = m (lowercase) |
66 | ListID | ||||
422 | TotNoStrikes |
Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. |
Repeating Group 428 | NoStrikes |
Number of strike price entries |
55 | Symbol |
Required if NoStrikes > 0. Must be first field in repeating group. | |||
65 | SymbolSfx | ||||
48 | SecurityID | ||||
22 | IDSource | ||||
167 | SecurityType |
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. | |||
200 | MaturityMonthYear |
Specifiesthe month and year of maturity. Required if MaturityDay is specified. | |||
205 | MaturityDay |
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | |||
201 | PutOrCall |
For Options. | |||
202 | StrikePrice |
For Options. | |||
206 | OptAttribute |
For Options. | |||
231 | ContractMultiplier |
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 |
For Fixed Income. | |||
207 | SecurityExchange |
Can be used to identify the security. | |||
106 | Issuer | ||||
348 | EncodedIssuerLen |
Must be set if EncodedIssuer field is specified and must immediately precede it. | |||
349 | EncodedIssuer |
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | |||
107 | SecurityDesc | ||||
350 | EncodedSecurityDescLen |
Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | |||
351 | EncodedSecurityDesc |
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | |||
140 | PrevClosePx |
Useful for verifying security identification | |||
11 | ClOrdID |
Can use client order identifier or the symbol and side to uniquely identify the stock in the list. | |||
54 | Side | ||||
44 | Price | ||||
15 | Currency | ||||
58 | Text | ||||
354 | EncodedTextLen |
Must be set if EncodedText field is specified and must immediately precede it. | |||
355 | EncodedText |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
end Repeating Group |
Component | StandardTrailer |
|