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] |