Type: int
Code to represent price type requested in Quote.
If the Quote Request is for a Swap, values 1-8 apply to all legs.
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Percentage (i.e. percent of par) (often called “dollar price” for fixed income) | FIX.4.4 |
| 10 | Yield | FIX.4.4 |
| 12 | Price spread | FIX.5.0SP2 (207) |
| 13 | Product ticks in halves | FIX.5.0SP2 (207) |
| 14 | Product ticks in fourths | FIX.5.0SP2 (207) |
| 15 | Product ticks in eighths | FIX.5.0SP2 (207) |
| 16 | Product ticks in sixteenths | FIX.5.0SP2 (207) |
| 17 | Product ticks in thirty-seconds | FIX.5.0SP2 (207) |
| 18 | Product ticks in sixty-fourths | FIX.5.0SP2 (207) |
| 19 | Product ticks in one-twenty-eighths | FIX.5.0SP2 (207) |
| 2 | Per unit (i.e. per share or contract) | FIX.4.4 |
| 20 | Normal rate representation (e.g. FX rate) | FIX.5.0SP2 (207) |
| 21 | Inverse rate representation (e.g. FX rate) | FIX.5.0SP2 (207) |
| 22 | Basis points | FIX.5.0SP2 (207) |
| 23 | Up front points | FIX.5.0SP2 (207) |
| 24 | Interest rate | FIX.5.0SP2 (207) |
| 25 | Percentage of notional | FIX.5.0SP2 (207) |
| 3 | Fixed Amount (absolute value) | FIX.4.4 |
| 4 | Discount – percentage points below par | FIX.4.4 |
| 5 | Premium – percentage points over par | FIX.4.4 |
| 6 | Spread (basis points relative to benchmark) | FIX.4.4 |
| 7 | TED Price | FIX.4.4 |
| 8 | TED Yield | FIX.4.4 |
| 9 | Yield Spread (swaps) | FIX.4.4 |