Field LegOptionRatio (1017) - FIX Protocol FIX.5.0SP1

Type: float

Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0

Added in protocol FIX.4.4 (18)

See in: FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.

Used in components