Field MaxPriceVariation Scenario base
SYNOPSIS:
The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms.
| ID |
Abbr |
Datatype |
| 1143 | MxPxVar | float |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0 | 42 | FIX.5.0SP2 | 195 | | |