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.4.3, FIX.4.4, 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 | |
| 428 | NoStrikes | Number of strike price entries | Y | FIX.4.2 | |
| 55 | Symbol | Required if NoStrikes > 0. Must be first field in repeating group. | Y | FIX.4.2 | |
| 65 | SymbolSfx | FIX.4.2 | |||
| 48 | SecurityID | FIX.4.2 | |||
| 22 | IDSource | FIX.4.2 | |||
| 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. | FIX.4.2 | ||
| 200 | MaturityMonthYear | Specifiesthe month and year of maturity. Required if MaturityDay is specified. | FIX.4.2 | ||
| 205 | MaturityDay | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.2 | ||
| 201 | PutOrCall | For Options. | FIX.4.2 | ||
| 202 | StrikePrice | For Options. | FIX.4.2 | ||
| 206 | OptAttribute | For Options. | FIX.4.2 | ||
| 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. | FIX.4.2 | ||
| 223 | CouponRate | For Fixed Income. | FIX.4.2 | ||
| 207 | SecurityExchange | Can be used to identify the security. | FIX.4.2 | ||
| 106 | Issuer | FIX.4.2 | |||
| 348 | EncodedIssuerLen | Must be set if EncodedIssuer (349) field is specified and must immediately precede it. | FIX.4.2 | ||
| 349 | EncodedIssuer | Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 107 | SecurityDesc | FIX.4.2 | |||
| 350 | EncodedSecurityDescLen | Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. | FIX.4.2 | ||
| 351 | EncodedSecurityDesc | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 140 | PrevClosePx | Useful for verifying security identification | FIX.4.2 | ||
| 11 | ClOrdID | Can use client order identifier or the symbol and side to uniquely identify the stock in the list. | FIX.4.2 | ||
| 54 | Side | FIX.4.2 | |||
| 44 | Price | Y | FIX.4.2 | ||
| 15 | Currency | FIX.4.2 | |||
| 58 | Text | FIX.4.2 | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.2 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| Block | StandardTrailer | Y | FIX.4.2 |