ZagTrader

FIX 5.0 SP2 Tag 1188: Volatility

Volatility is a decimal field used in 3 FIX 5.0 SP2 message types: Execution Report (35=8), Trade Capture Report (35=AE) and Security Status (35=f).

Tag number
1188
Data type
FLOAT
FIX version
FIX 5.0 SP2
Used in
3 message types

Data type

FLOAT: A decimal number with optional sign and decimal point, without exponent notation.

FIX 5.0 SP2 message types that use tag 1188

MsgTypeMessageUse in the message
8Execution ReportOptional
AETrade Capture ReportOptional
fSecurity StatusOptional, in group NoClearingPriceParameters (2580)

Also in other versions

Tag 1188 across all FIX versions

Decode a message with this tag

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.