EFPTrackingError <405> field – FIX 4.2 – FIX Dictionary

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FIX 4.2 : EFPTrackingError <405> field
Type: float

Eg Used in EFP trades 12% (EFP - Exchange for Physical ). Represented as a percentage.

FIX 4.2 : EFPTrackingError <405> field