PriceType

Type: int

Code to represent the price type.

Added in protocol FIX.4.2

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
12	Price spread	FIX.5.0SP2 (207)
13	Product ticks in halves	FIX.4.4 (19)
14	Product ticks in fourths	FIX.4.4 (19)
15	Product ticks in eighths	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-fourths	FIX.4.4 (19)
19	Product ticks in one-twenty-eighths	FIX.4.4 (19)
2	Per unit (i.e. per share or contract)	FIX.4.2
20	Normal rate representation (e.g. FX rate)	FIX.5.0SP2 (100)
21	Inverse rate representation (e.g. FX rate)	FIX.5.0SP2 (100)
22	Basis points	FIX.5.0SP2 (161)
23	Up front points	FIX.5.0SP2 (161)
24	Interest rate	FIX.5.0SP2 (174)
25	Percentage of notional	FIX.5.0SP2 (208)
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