Field MultilegPriceMethod (1378) - FIX Protocol FIX.5.0SP2 EP240

Type: int

Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions)

Added in protocol FIX.5.0 (59)

See in: FIX.5.0SP1, FIX.5.0SP2.

Valid values

Value Description Added
0 Net Price FIX.5.0 (59)
1 Reversed Net Price FIX.5.0 (59)
2 Yield Difference FIX.5.0 (59)
3 Individual FIX.5.0 (59)
4 Contract Weighted Average Price FIX.5.0 (59)
5 Multiplied Price FIX.5.0 (59)