FIX Standards
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FIX 4.4
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PriceDelta
Tag:
811
Type:
Float
Created 2 years ago
· No revisions
Delta calculated from theoretical price
Used By
W
Market Data Snapshot Full Refresh
(via
MDFullGrp
)
X
Market Data Incremental Refresh
(via
MDIncGrp
)
UnderlyingPx (810)
ApplQueueMax (812)