Field PriceType (423) - FIX Protocol FIX.5.0
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.5.0SP1, 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 |
Used in messages
- AllocationInstruction (J)
- AllocationInstructionAlert (BM)
- AllocationReport (AS)
- CollateralAssignment (AY)
- CollateralInquiry (BB)
- CollateralReport (BA)
- CollateralRequest (AX)
- CollateralResponse (AZ)
- Confirmation (AK)
- CrossOrderCancelReplaceRequest (t)
- ExecutionAcknowledgement (BN)
- ExecutionReport (8)
- IOI (6)
- MultilegOrderCancelReplace (AC)
- NewOrderCross (s)
- NewOrderMultileg (AB)
- NewOrderSingle (D)
- OrderCancelReplaceRequest (G)
- PositionReport (AP)
- Quote (S)
- QuoteResponse (AJ)
- QuoteStatusReport (AI)
- TradeCaptureReport (AE)
- TradeCaptureReportAck (AR)