Code Set NameData TypeDescriptionPedigree
PriceTypeCodeSetint

Code to represent the price type.


1=

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

Added FIX.4.2 [Percentage]
2=

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

Added FIX.4.2 [PerUnit]
3=

Fixed amount (absolute value)

Added FIX.4.2 [FixedAmount]
4=

Discount - percentage points below par

Added FIX.4.3 [Discount]
5=

Premium - percentage points over par

Added FIX.4.3 [Premium]
6=

Spread (basis points spread)

Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark.

Added FIX.4.3 Updated EP207 [Spread]
7=

TED Price

Added FIX.4.3 [TEDPrice]
8=

TED Yield

Added FIX.4.3 [TEDYield]
9=

Yield

Added FIX.4.4 [Yield]
10=

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

Added FIX.4.4 [FixedCabinetTradePrice]
11=

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

Added FIX.4.4 [VariableCabinetTradePrice]
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 [PriceSpread]
13=

Product ticks in halves

Added EP19 Updated EP207 [ProductTicksInHalves]
14=

Product ticks in fourths

Added EP19 [ProductTicksInFourths]
15=

Product ticks in eighths

Added EP19 Updated EP207 [ProductTicksInEighths]
16=

Product ticks in sixteenths

Added EP19 [ProductTicksInSixteenths]
17=

Product ticks in thirty-seconds

Added EP19 [ProductTicksInThirtySeconds]
18=

Product ticks in sixty-fourths

Added EP19 Updated EP207 [ProductTicksInSixtyFourths]
19=

Product ticks in one-twenty-eighths

Added EP19 Updated EP207 [ProductTicksInOneTwentyEighths]
20=

Normal rate representation (e.g. FX rate)

Added EP100 [NormalRateRepresentation]
21=

Inverse rate representation (e.g. FX rate)

Added EP100 [InverseRateRepresentation]
22=

Basis points

When the price is not spread based.

Added EP161 [BasisPoints]
23=

Up front points

Used specifically for CDS pricing.

Added EP161 [UpfrontPoints]
24=

Interest rate

When the price is an interest rate. For example, used with benchmark reference rate.

Added EP174 [InterestRate]
25=

Percentage of notional

Added EP208 [PercentageNotional]
Added FIX.4.2 Updated EP271

Used in fields:
[BenchmarkPriceType] [LegBenchmarkPriceType] [LegPriceType] [PaymentPriceType] [PosAmtPriceType] [PriceType] [YieldRedemptionPriceType]