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m List Strike Price

This message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades.

Structure

TagNameTypeRequiredDescription
Component
Required
66String
Required
422Int
Required
Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID
893Boolean EnumWhether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented
Component
Required
Number of strike price entries
ComponentNumber of underlyings
Component
Required