Orchimate 1.4.0 /

FIX User Defined Fields1.0

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Contract PricePrice of the leg can be expressed as

(a) Explicit Price (e.g. 7589)

Explicit Price is a positive number without any prefix.

(b) A price code expression (e.g. S + 10 which means settlement price plus ten)

Valid price codes are S, YS, C, V ,M & B (basis)

(c) A differential (e.g. -10 which means ten units lower than the price of the first leg)

A valid differential is a number prefixed with either (+) or( – )