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LegVolatility
Tag:
1379
Type:
Float
Created 2 years ago
· No revisions
Specifies the volatility of an instrument leg.
Used By
8
Execution Report
(via
InstrmtLegExecGrp
)
AB
New Order Multileg
(via
LegOrdGrp
)
AC
Multileg Order Cancel/Replace
(via
LegOrdGrp
)
AE
Trade Capture Report
(via
TrdInstrmtLegGrp
)
AR
Trade Capture Report Ack
(via
TrdInstrmtLegGrp
)
Show 4 more
MultilegPriceMethod (1378)
DividendYield (1380)