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 |