Type: String
For futures, indicates type of valuation method applied
Added in protocol FIX.5.0 (EP 52)
See in: FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| EQTY | premium style | FIX.5.0 (EP 52) |
| FUT | futures style mark-to-market | FIX.5.0 (EP 52) |
| FUTDA | futures style with an attached cash adjustment | FIX.5.0 (EP 52) |