FuturesStrategyDefinitionLeg.RatioPriceDenominator Property |
The price ratio is the fractional weighted price component per leg in
the strategy. Using a Q4 2017 set as composite strategy as an example,
each leg Oct 2017, Nov 2017 and Dec 2017 will have 3 as the
`LegRatioPriceDenominator`.
Namespace:
OnixS.NET.ICE.iMpact
Assembly:
OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64.dll) Version: 4.17.0.0
Syntax public ValueType RatioPriceDenominator { get; }
Property Value
Type:
ValueTypeSee Also