Field
PriceDelta
| ID (tag) | 811 |
| Abbr Name | PxDelta |
| Type | float |
| Pedigree | Added FIX.4.4 |
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.
This value is normally between -1.0 and 1.0.
Used in groups:
Used in messages:
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