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Created 2 years ago · No revisions

LegVolatility

Tag: 1379

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)

MultilegPriceMethod (1378)DividendYield (1380)