Indication of Interest StandardHeader Standard Header Y MsgType = 6 23 IOIid IOIid Y 28 IOITransType IOITransType Y 26 IOIRefID IOIRefID N Required for Cancel and Replace IOITransType messages 55 Symbol Symbol Y 65 SymbolSfx SymbolSfx N 48 SecurityID SecurityID N 22 IDSource IDSource N 167 SecurityType SecurityType N Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. 200 MaturityMonthYear MaturityMonthYear N For Options or Futures to specify the month and year of maturity. 205 MaturityDay MaturityDay N For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. 201 PutOrCall PutOrCall N For Options. 202 StrikePrice StrikePrice N For Options. 206 OptAttribute OptAttribute N For Options. 207 SecurityExchange SecurityExchange N Can be used to identify the security. 106 Issuer Issuer N 107 SecurityDesc SecurityDesc N 54 Side Side Y Side of Indication
Valid values:
1 = Buy
2 = Sell
7 = Undisclosed (for IOIs) 27 IOIShares IOIShares Y 44 Price Price N 15 Currency Currency N 62 ValidUntilTime ValidUntilTime N 25 IOIQltyInd IOIQltyInd N 24 IOIOthSvc IOIOthSvc N Applicable only if advertised on public IOI service. 130 IOINaturalFlag IOINaturalFlag N 199 NoIOIQualifiers NoIOIQualifiers N Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. 104 IOIQualifier IOIQualifier N Required if NoIOIQualifiers > 0 58 Text Text N 60 TransactTime TransactTime N 149 URLLink URLLink N A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) StandardTrailer Standard Trailer Y