TagField NameXML NameData TypeUnion DatatypeDescriptionAddedDepr.Enums from tag
811PriceDelta @PxDeltafloat

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

Used in messages:
[ExecutionReport] [PositionReport]

Used in components:
[MDFullGrp] [MDIncGrp]