Type: int
Code to represent price type requested in Quote
Added in protocol FIX.4.4
See in: FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | percent (percent of par) | FIX.4.4 |
| 10 | Yield | FIX.4.4 |
| 2 | per share (e.g. cents per share) | FIX.4.4 |
| 3 | fixed amount (absolute value) | FIX.4.4 |
| 4 | discount – percentage points below par | FIX.4.4 |
| 5 | premium – percentage points over par | FIX.4.4 |
| 6 | basis points relative to benchmark | FIX.4.4 |
| 7 | TED price | FIX.4.4 |
| 8 | TED yield | FIX.4.4 |
| 9 | Yield spread (swaps) | FIX.4.4 |