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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.5.0, 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 (19)
14 Product ticks in fourths FIX.4.4 (19)
15 Product ticks in eights FIX.4.4 (19)
16 Product ticks in sixteenths FIX.4.4 (19)
17 Product ticks in thirty-seconds FIX.4.4 (19)
18 Product ticks in sixty-forths FIX.4.4 (19)
19 Product ticks in one-twenty-eights FIX.4.4 (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

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