The YieldData component block conveys yield information for a given Fixed Income security.
Added in protocol FIX.4.3
See in: FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 235 | YieldType | FIX.4.3 | |||
| 236 | Yield | FIX.4.3 | |||
| 701 | YieldCalcDate | FIX.4.4 | |||
| 696 | YieldRedemptionDate | FIX.4.4 | |||
| 697 | YieldRedemptionPrice | FIX.4.4 | |||
| 698 | YieldRedemptionPriceType | FIX.4.4 |
Used in messages
- Allocation Instruction (J)
- Allocation Instruction Alert (BM)
- Allocation Report (a.k.a. Allocation Claim) (AS)
- Confirmation (AK)
- Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) (t)
- Execution Report (8)
- Indication of Interest (6)
- New Order – Cross (s)
- New Order – Single (D)
- Order Cancel/Replace Request (a.k.a. Order Modification Request) (G)
- Quote (S)
- Quote Response (AJ)
- Quote Status Report (AI)
- Trade Capture Report (AE)