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
- AllocationInstruction (J)
- AllocationInstructionAlert (BM)
- AllocationReport (AS)
- Confirmation (AK)
- CrossOrderCancelReplaceRequest (t)
- ExecutionReport (8)
- IOI (6)
- NewOrderCross (s)
- NewOrderSingle (D)
- OrderCancelReplaceRequest (G)
- Quote (S)
- QuoteResponse (AJ)
- QuoteStatusReport (AI)
- TradeCaptureReport (AE)