Tag
Field Name
Abbr Name
Data Type
Union Datatype
Description
Pedigree
1188
Volatility
Vol
float
Annualized volatility for option model calculations
Added EP51
Used in messages:
[
ExecutionReport
][
TradeCaptureReport
]
Used in components:
[
ClearingPriceParametersGrp
][
SecurityRiskMetricGrp
]
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