MultilegPriceMethod <1378> field – FIX 5.0 SP2 – FIX Dictionary

Used In

Description

Code to represent how the multileg price is to be interpreted when applied to the legs.

Valid values:

0 = Net Price

1 = Reversed Net Price

2 = Yield Difference

3 = Individual

4 = Contract Weighted Average Price

5 = Multiplied Price

Used In

• <BaseTradingRules>

• NewOrderMultileg <AB>

• MultilegOrderCancelReplace <AC>