Tag 811
PriceDelta
Abbreviation:
PxDeltaDescription
The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based.
This value is normally between -1.0 and 1.0.
Wire Format & Usage Example
Single field (key=value)
811=150.25
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 811=150.25 | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 811=150.25 is this field's position in the message.