| 1 | = |
Percentage (e.g. 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
|
Added
FIX.4.3 | | [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] |