FIX Standards
/
FIX Latest
Log in
Overview
Messages
Fields
Components
Parser
Tools
1378
MultilegPriceMethod
Type:
Int
Code to represent how the multileg price is to be interpreted when applied to the legs.
Values
Code
Meaning
0
Net Price
1
Reversed Net Price
2
Yield Difference
3
Individual
4
Contract Weighted Average Price
5
Multiplied Price
Used By
AA
Derivative Security List
AB
New Order Multileg
AC
Multileg Order Cancel/Replace
BK
Security List Update Report
BP
Security Definition Update Report
Show 5 more
MultilegModel (1377)
LegVolatility (1379)