FIX 5.0 : PriceType <423> field

Type: int

Used In

Description

Code to represent the price type. (For Financing transactions PriceType <423> implies the "repo type" – Fixed or Floating – '9' (Yield) or '6' (Spread) respectively - and Price <460> gives the corresponding "repo rate".

Valid values:

1 = Percentage (i.e. percent of par) (often called "dollar price" for fixed income)

2 = Per unit (i.e. per share or contract)

3 = Fixed amount (absolute value)

4 = Discount - percentage points below par

5 = Premium - percentage points over par

6 = Spread (basis points spread)

7 = TED Price

8 = TED Yield

9 = Yield

10 = Fixed cabinet trade price (primarily for listed futures and options)

11 = Variable cabinet trade price (primarily for listed futures and options)

13 = Product ticks in halfs

14 = Product ticks in fourths

15 = Product ticks in eights

16 = Product ticks in sixteenths

17 = Product ticks in thirty-seconds

18 = Product ticks in sixty-forths

19 = Product ticks in one-twenty-eights

Used In

Onix Solutions