FIX 4.4 : QuotePriceType <692> field

Type: int

Used In

Description

Code to represent price type requested in Quote <S>.

Valid values:

1 = percent (percent of par)

2 = per share (e.g. cents per share)

3 = fixed amount (absolute value)

4 = discount - percentage points below par

5 = premium - percentage points over par

6 = basis points relative to benchmark

7 = TED price

8 = TED yield

9 = Yield spread (swaps)

10 = Yield

If the Quote Request <R> is for a Swap values 1-8 apply to all legs.

Used In