Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
1378 | MultilegPriceMethod AbbrName: MlegPxMeth |
int | Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) Valid Values: 0 - Net Price 1 - Reversed Net Price 2 - Yield Difference 3 - Individual 4 - Contract Weighted Average Price 5 - Multiplied Price |
BaseTradingRules NewOrderMultileg MultilegOrderCancelReplace |