LegOptionRatio <1017> field – FIX 5.0 SP1 – FIX Dictionary

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FIX 5.0 SP1 : LegOptionRatio <1017> field
Type: float

Expresses the risk of an option leg

Value must be between -1 and 1.

A Call Option will require a ratio value between 0 and 1

A Put Option will require a ratio value between -1 and 0

FIX 5.0 SP1 : LegOptionRatio <1017> field