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Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives.
| 0 | = |
Not implied
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Added
FIX.5.0
EP42 | | [NotImplied] | | 1 | = |
Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument
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Added
FIX.5.0
EP42 | | [ImpliedIn] | | 2 | = |
Implied-out - The existence of the underlying legs are implied by the multi-leg instrument
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Added
FIX.5.0
EP42 | | [ImpliedOut] | | 3 | = |
Both Implied-in and Implied-out
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Added
FIX.5.0
EP42 | | [BothImpliedInAndImpliedOut] |
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