Description
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.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = m (lowercase) | ||
| 66 | ListID | Y | ||
| 422 | TotNoStrikes | Y | Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. | |
| 893 | LastFragment | N | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. | |
| Component Block - <InstrmtStrkPxGrp> | Y | Number of strike price entries | ||
| Component Block - <StandardTrailer> | Y | |||