Type: int
Code to represent the price type.
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Percentage | FIX.4.2 |
| 2 | per share (e.g. cents per share) | FIX.4.2 |
| 3 | Fixed Amount (absolute value) | FIX.4.2 |
| 4 | discount – percentage points below par | FIX.4.3 |
| 5 | premium – percentage points over par | FIX.4.3 |
| 6 | basis points relative to benchmark | FIX.4.3 |
| 7 | TED price (see "Volume 1 – Glossary") | FIX.4.3 |
| 8 | TED yield (see "Volume 1 – Glossary") | FIX.4.3 |
Used in messages
- Allocation (J)
- Bid Response (lowercase L) (l)
- Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) (t)
- Execution Report (8)
- Indication of Interest (6)
- Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) (AC)
- New Order – Cross (s)
- Order List (E)
- New Order – Multileg (AB)
- Order Single (D)
- Order Cancel/Replace Request (G)
- Quote Request (R)
- Quote Request Reject (AG)