Type: int
Code to represent how the multileg price is to be interpreted when applied to the legs.
(See Volume : "Glossary" for further value definitions)
Added in protocol FIX.5.0 (EP 59)
See in: FIX.5.0SP1, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Net Price | FIX.5.0 (EP 59) |
| 1 | Reversed Net Price | FIX.5.0 (EP 59) |
| 2 | Yield Difference | FIX.5.0 (EP 59) |
| 3 | Individual | FIX.5.0 (EP 59) |
| 4 | Contract Weighted Average Price | FIX.5.0 (EP 59) |
| 5 | Multiplied Price | FIX.5.0 (EP 59) |