| ID |
Name |
Abbr |
Presence |
Description |
| 1001 | StandardHeader | | required | SYNOPSIS:
The standard FIX message header
ELABORATION:
|
| 66 | ListID | |
required |
SYNOPSIS:
Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.
|
| 422 | TotNoStrikes | |
required |
SYNOPSIS:
Total number of strike price entries across all messages. Should be the sum of all NoStrikes in each message that has repeating strike price entries related to the same ListID. Used to support fragmentation.
|
| 2023 | InstrmtStrkPxGrp | | required |
Number of strike price entries
|
| 1002 | StandardTrailer | | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION:
|