Tag 1379

LegVolatility

Abbreviation: LegVolatility

Typefloat

Tag1379

AddedFIX.5.0

Used in5 messages

Specifies the volatility of an instrument leg.

Single field (key=value)

1379=1.5

In a FIX message (ExecutionReport)

8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 1379=1.5 | … | 10=...

Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 1379=1.5 is this field's position in the message.