Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade

Code Set

QuotePriceTypeCodeSet

ID692
Typeint
Code to represent price type requested in Quote
NameValueSynopsisElaborationPedigree
Percent1percent (percent of par)Added FIX.4.4
PerShare2per share (e.g. cents per share)Added FIX.4.4
FixedAmount3fixed amount (absolute value)Added FIX.4.4
Discount4discount – percentage points below parAdded FIX.4.4
Premium5premium – percentage points over parAdded FIX.4.4
Spread6basis points relative to benchmarkAdded FIX.4.4
TEDPrice7TED priceAdded FIX.4.4
TEDYield8TED yieldAdded FIX.4.4
YieldSpread9Yield spread (swaps)Added FIX.4.4
Yield10YieldAdded FIX.4.4
Used in groups:

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