Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
811 | PriceDelta AbbrName: 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. |
MDFullGrp MDIncGrp ExecutionReport |