Type: int
Code to represent the price type
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Percentage (e.g. percent of par) (often called "dollar price" for fixed income) | FIX.4.2 |
| 10 | Fixed cabinet trade price (primarily for listed futures and options) | FIX.4.4 |
| 11 | Variable cabinet trade price (primarily for listed futures and options) | FIX.4.4 |
| 2 | Per unit (i.e. per share or contract) | 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 | Spread | FIX.4.3 |
| 7 | TED price | FIX.4.3 |
| 8 | TED yield | FIX.4.3 |
| 9 | Yield | FIX.4.4 |
Used in messages
- Allocation Instruction (J)
- Allocation Report (AS)
- Collateral Assignment (AY)
- Collateral Inquiry (BB)
- Collateral Report (BA)
- Collateral Request (AX)
- Collateral Response (AZ)
- Confirmation (AK)
- Cross Order Cancel/Replace Request (t)
- Execution Report (8)
- IOI (6)
- Multileg Order Cancel/Replace (AC)
- New Order Cross (s)
- New Order Multileg (AB)
- New Order Single (D)
- Order Cancel/Replace Request (G)
- Quote (S)
- Quote Response (AJ)
- Quote Status Report (AI)
- Trade Capture Report (AE)