Code Set
QuotePriceTypeCodeSet
| ID | 692 |
| Type | int |
| Pedigree | Added FIX.4.4, Updated EP207 |
Code to represent price type requested in Quote.
If the Quote Request is for a Swap, values 1-8 apply to all legs.
If the Quote Request is for a Swap, values 1-8 apply to all legs.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Percent | 1 | Percentage (i.e. percent of par) (often called "dollar price" for fixed income) | Added FIX.4.4, Updated EP207 | |
| PerShare | 2 | Per unit (i.e. per share or contract) | Added FIX.4.4, Updated EP207 | |
| FixedAmount | 3 | Fixed Amount (absolute value) | Added FIX.4.4 | |
| Discount | 4 | Discount - percentage points below par | Added FIX.4.4 | |
| Premium | 5 | Premium - percentage points over par | Added FIX.4.4 | |
| Spread | 6 | Spread (basis points relative to benchmark) | Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. | Added FIX.4.4, Updated EP207 |
| TEDPrice | 7 | TED Price | Added FIX.4.4 | |
| TEDYield | 8 | TED Yield | Added FIX.4.4 | |
| YieldSpread | 9 | Yield Spread (swaps) | Added FIX.4.4 | |
| Yield | 10 | Yield | Added FIX.4.4 | |
| PriceSpread | 12 | Price spread | Price spread is expressed based on market convention for the asset being priced or traded. For example: the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools. | Added EP207 |
| ProductTicksInHalves | 13 | Product ticks in halves | Added EP207 | |
| ProductTicksInFourths | 14 | Product ticks in fourths | Added EP207 | |
| ProductTicksInEighths | 15 | Product ticks in eighths | Added EP207 | |
| ProductTicksInSixteenths | 16 | Product ticks in sixteenths | Added EP207 | |
| ProductTicksInThirtySeconds | 17 | Product ticks in thirty-seconds | Added EP207 | |
| ProductTicksInSixtyFourths | 18 | Product ticks in sixty-fourths | Added EP207 | |
| ProductTicksInOneTwentyEighths | 19 | Product ticks in one-twenty-eighths | Added EP207 | |
| NormalRateRepresentation | 20 | Normal rate representation (e.g. FX rate) | Added EP207 | |
| InverseRateRepresentation | 21 | Inverse rate representation (e.g. FX rate) | Added EP207 | |
| BasisPoints | 22 | Basis points | When the price is not spread based | Added EP207 |
| UpFrontPoints | 23 | Up front points | Used specifically for CDS pricing. | Added EP207 |
| InterestRate | 24 | Interest rate | When the price is an interest rate. For example, used with benchmark reference rate. | Added EP207 |
| PercentageOfNotional | 25 | Percentage of notional | Added EP207 |
Used in groups:
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