FIX TAG 2492
LegDifferentialPrice
Definition
Used in pricing a group of individual Trade at Settlement (TAS) and Trade At Marker (TAM) contracts as an atomic unit. The value is the negotiated currency offset either at settlement (TAS) or at the time specified in the product definition (TAM). The final contract price is reported in LegLastPx(637).
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FIX 5.0 SP2 FIX Latest · EP309
This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.
No enumerated values are defined for this field in this source.
About the PriceOffset data type
float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative.
Used in messages 2
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=AETradeCaptureReportTrdInstrmtLegGrp35=ARTradeCaptureReportAckTrdInstrmtLegGrp