Message ListStrikePrice (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 in protocol FIX.4.2

See in: FIX.4.2, FIX.4.3, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = m (lowercase) Y FIX.4.2
66 ListID Y FIX.4.2
422 TotNoStrikes Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. Y FIX.4.2
893 LastFragment Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. FIX.4.4
ImplicitBlockRepeating InstrmtStrkPxGrp Number of strike price entries Y FIX.4.4
ImplicitBlockRepeating UndInstrmtStrkPxGrp Number of underlyings FIX.4.4
Block StandardTrailer Y FIX.4.2