Field FuturesValuationMethod (1197) - FIX Protocol FIX.5.0SP1

Type: String

For futures, indicates type of valuation method applied

Added in protocol FIX.5.0 (52)

See in: FIX.5.0SP2, FIX.5.0SP2 EP240.

Valid values

Value Description Added
EQTY premium style FIX.5.0 (52)
FUT futures style mark-to-market FIX.5.0 (52)
FUTDA futures style with an attached cash adjustment FIX.5.0 (52)

Used in components