The RelativeValueGrp component is used to convey relative valuation metrics or analytics for a given instrument.
Added in protocol FIX.5.0SP2 (EP 194)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
2529 | NoRelativeValues | FIX.5.0SP2 (EP 194) | |||
2530 | RelativeValueType | Required if NoRelativeValues (2529) > 0. | FIX.5.0SP2 (EP 194) | ||
2531 | RelativeValue | Required if NoRelativeValues (2529) > 0. | FIX.5.0SP2 (EP 194) | ||
2532 | RelativeValueSide | FIX.5.0SP2 (EP 194) |