Indexes

Message Layouts
PostTrade
PreTrade
Trade

Code Set

priceTypeCodeSet

ID85
TypeString

On multi-leg order events, indicates how the net price was represented in the price field.

NameValueSynopsisElaborationPedigree
PerUnitPU

“Per Unit” price representing the leg ratios as specified in the legDetails block

TotalCashTC

“Total Cash” amount to settle the full quantity of all legs (i.e., inclusive of the 100 multiplier for option legs)

TotalStrategyTS

“Total Strategy” price for the full quantity of all legs

Used in:
    none

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