Type: int
Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively – and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Percentage (i.e. 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 |
| 13 | Product ticks in halfs | FIX.4.4 (EP 19) |
| 14 | Product ticks in fourths | FIX.4.4 (EP 19) |
| 15 | Product ticks in eights | FIX.4.4 (EP 19) |
| 16 | Product ticks in sixteenths | FIX.4.4 (EP 19) |
| 17 | Product ticks in thirty-seconds | FIX.4.4 (EP 19) |
| 18 | Product ticks in sixty-forths | FIX.4.4 (EP 19) |
| 19 | Product ticks in one-twenty-eights | FIX.4.4 (EP 19) |
| 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 (basis points spread) | FIX.4.3 |
| 7 | TED Price | FIX.4.3 |
| 8 | TED Yield | FIX.4.3 |
| 9 | Yield | FIX.4.4 |