Field QuotePriceType (692) - FIX Protocol FIX.5.0

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.5.0SP1, FIX.5.0SP2, 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

Used in components