Tag | Field Name | Data Type | Union Datatype | Description | Added | Depr. | Enums from tag |
---|---|---|---|---|---|---|---|
218 | SpreadToBenchmark | PriceOffset |
For Fixed Income. Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the Benchmark field). Note: Basis points can be negative. | Added FIX.4.2 |
|