Type: int
The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction.
Added in protocol FIX.5.0SP2 (EP 161)
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | 1/1 | FIX.5.0SP2 (EP 161) |
| 1 | 30/360 (30U/360 or Bond Basis) | FIX.5.0SP2 (EP 161) |
| 10 | Act/Act (ICSMA Ultimo) | FIX.5.0SP2 (EP 161) |
| 11 | Act/Act (ISDA) | FIX.5.0SP2 (EP 161) |
| 12 | BUS/252 | FIX.5.0SP2 (EP 161) |
| 13 | 30E+/360 | FIX.5.0SP2 (EP 161) |
| 14 | Act/365L | FIX.5.0SP2 (EP 161) |
| 15 | NL365 | FIX.5.0SP2 (EP 161) |
| 16 | NL360 | FIX.5.0SP2 (EP 161) |
| 17 | Act/364 | FIX.5.0SP2 (EP 200) |
| 2 | 30/360 (SIA) | FIX.5.0SP2 (EP 161) |
| 3 | 30/360M | FIX.5.0SP2 (EP 161) |
| 4 | 30E/360 (Eurobond Basis) | FIX.5.0SP2 (EP 161) |
| 5 | 30E/360 (ISDA) | FIX.5.0SP2 (EP 161) |
| 6 | Act/360 | FIX.5.0SP2 (EP 161) |
| 7 | Act/365 (FIXED) | FIX.5.0SP2 (EP 161) |
| 8 | Act/Act (AFB) | FIX.5.0SP2 (EP 161) |
| 9 | Act/Act (ICMA) | FIX.5.0SP2 (EP 161) |