FIX 5.0 SP2 Tag 1379: LegVolatility
LegVolatility is a decimal field used in 9 FIX 5.0 SP2 message types, including Execution Report (35=8), Trade Capture Report (35=AE) and New Order Multileg (35=AB).
- Tag number
- 1379
- Data type
- FLOAT
- FIX version
- FIX 5.0 SP2
- Used in
- 9 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 1379
| MsgType | Message | Use in the message |
|---|---|---|
| 8 | Execution Report | Optional, in group NoLegs (555) |
| AB | New Order Multileg | Optional, in group NoLegs (555) |
| AC | Multileg Order Cancel/Replace | Optional, in group NoLegs (555) |
| AE | Trade Capture Report | Optional, in group NoLegs (555) |
| AR | Trade Capture Report Ack | Optional, in group NoLegs (555) |
| DF | Party Risk Limit Check Request | Optional, in group NoLegs (555) |
| DG | Party Risk Limit Check Request Ack | Optional, in group NoLegs (555) |
| s | New Order Cross | Optional, in group NoCrossLegs (1829) |
| t | Cross Order Cancel Replace Request | Optional, in group NoCrossLegs (1829) |
Also in other versions
Tag 1379 across all FIX versions
Decode a message with this tagField 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.