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 EP240.
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Percent (percent of par) | FIX.4.4 |
| 10 | Yield | FIX.4.4 |
| 2 | Per Share (e.g. cents per share) | FIX.4.4 |
| 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 |