The strike price message is used to exchange strike price information for principal trades.
Added in protocol FIX.4.2
See in: FIX.4.2, 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 | |
| Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” Required if NoStrikes > 0. Must be first field in repeating group. |
Y | FIX.4.3 | |
| 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 | ||
| 526 | SecondaryClOrdID | FIX.4.3 | |||
| 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 |