LegExecInst/r ExecuteAsDeltaNeutral

LegExecInst Value r

Value	Name	Field(tag)	First introduced
r	ExecuteAsDeltaNeutral	LegExecInst(1384)	FIX.5.0 EP59

Indicates that the quantity of a strategy leg is to be (or was) calculated as delta neutral using provided volatility parameters

Notes

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