Tag 1380
DividendYield
Abbreviation:
DividendYieldDescription
The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.
Wire Format & Usage Example
Single field (key=value)
1380=0.05
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 1380=0.05 | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 1380=0.05 is this field's position in the message.