Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Message

ListStrikePrice (m)

ID46
Abbr NameListStrkPx
PedigreeAdded FIX.4.2, Updated EP306
The ListStrikePrice(35=m) message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades.
Y
MsgType = m (lowercase M)
Added FIX.4.2
Updated EP306
66
Y
Added FIX.4.2
422
Y
Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID.
Added FIX.4.2
893
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Added FIX.4.4
Y
Number of strike price entries
Added FIX.4.4
Y
Added FIX.4.2