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 (59)
See in: FIX.5.0SP1, FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
0 | Net Price | FIX.5.0 (59) |
1 | Reversed Net Price | FIX.5.0 (59) |
2 | Yield Difference | FIX.5.0 (59) |
3 | Individual | FIX.5.0 (59) |
4 | Contract Weighted Average Price | FIX.5.0 (59) |
5 | Multiplied Price | FIX.5.0 (59) |