Tag | Field Name | XML Name | Data Type | Union Datatype | Description | Added | Depr. | Enums from tag |
---|---|---|---|---|---|---|---|---|
811 | PriceDelta | @PxDelta | float |
The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0. | Added FIX.4.4 |
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