This message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
Component | ||||
66 | String | |||
422 | Int | Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID | ||
893 | Boolean Enum | Whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented | ||
Component | Number of strike price entries | |||
Component | Number of underlyings | |||
Component |