Type: float

Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7

Added in protocol FIX.5.0 (EP 59)

See in: FIX.5.0SP1, FIX.5.0SP2.

Used in messages