Message ListStrikePrice Scenario base

SYNOPSIS: 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.

ID MsgType Abbr Flow
46mListStrkPx

Pedigree

Added EP Updated EP Deprecated EP
FIX.4.2

Responses

None

Members

ListStrikePrice base members
ID Name Abbr Presence Description
1024StandardHeaderHdrrequiredSYNOPSIS: The standard FIX message header
ELABORATION:
66ListIDListID 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.
422TotNoStrikesTotNoStrks required SYNOPSIS: Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation.
893LastFragmentLastFragment optional SYNOPSIS: Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
2023InstrmtStrkPxGrpStrkPXrequiredSYNOPSIS:
ELABORATION:
2067UndInstrmtStrkPxGrpUndStrkPxoptionalSYNOPSIS:
ELABORATION:
1025StandardTrailerTrlrrequiredSYNOPSIS: The standard FIX message trailer
ELABORATION: