| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = m (lowercase) | |||
| 66 | ListID | Yes | |||
| 422 | TotNoStrikes | Yes |
Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. | ||
| 893 | LastFragment | No | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. | ||
| InstrmtStrkPxGrp | Yes |
Number of strike price entries | |||
| UndInstrmtStrkPxGrp | No |
Number of underlyings | |||
| StandardTrailer | Yes | ||||