Field PriceType (423) - FIX Protocol FIX.5.0SP2 EP240

Type: int

Code to represent the price type.

Added in protocol FIX.4.2

See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.

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
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