ZagTrader

FIX 5.0 SP2 Tag 811: PriceDelta

PriceDelta is a decimal field used in 5 FIX 5.0 SP2 message types, including Execution Report (35=8), Trade Capture Report (35=AE) and Market Data Snapshot Full Refresh (35=W).

Tag number
811
Data type
FLOAT
FIX version
FIX 5.0 SP2
Used in
5 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 811

MsgTypeMessageUse in the message
8Execution ReportOptional
WMarket Data Snapshot Full RefreshOptional, in group NoMDEntries (268)
XMarket Data Incremental RefreshOptional, in group NoMDEntries (268)
AETrade Capture ReportOptional
APPosition ReportOptional

Also in other versions

Tag 811 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.