| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| Component Block <Standard Header> | Y | MsgType = 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 | Used to indicate if message is the last of a fragmented set of messages
| ||
| 428 | NoStrikes | Y | Number of strike price entries
| ||
 |
Component Block <Instrument> | Y | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Required if NoStrikes > 0. Must be first field in repeating group.
| ||
| 711 | NoUnderlyings | N | Number of underlyings
| ||
|
Component Block <Underlying Instrument> | N | Must be provided if Number of underlyings > 0
| ||
|
140 | PrevClosePx | N | Useful for verifying security identification
| |
|
11 | ClOrdID | N | Can use client order identifier or the symbol and side to uniquely identify the stock in the list.
| |
|
526 | SecondaryClOrdID | N |
| |
|
54 | Side | N |
| |
|
44 | Price | Y |
| |
|
15 | Currency | N |
| |
|
58 | Text | N |
| |
|
354 | EncodedTextLen | N | Must be set if EncodedText field is specified and must immediately precede it.
| |
|
355 | EncodedText | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
| |
| Component Block <Standard Trailer> | Y |
| |||
| XML DTD | |||||
| <!ENTITY % ListStrkPxCustom "" > <!ENTITY % ListStrkPxContent "ListID, TotNoStrks, LastFragment?, InstrmtStrkPxGrp+, UndInstrmtStrkPxGrp* %ListStrkPxCustom;" > <!ELEMENT ListStrkPx (%ListStrkPxContent;)> <!ATTLIST ListStrkPx FIXMsgType_ENUM CDATA #FIXED "m" Category CDATA #FIXED "ProgramTrading" FIXSpecVolume CDATA #FIXED 'Volume4' FullName CDATA #FIXED "ListStrikePrice" ComponentType CDATA #FIXED "Message" > | |||||