| 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)
|
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] |
| 13 | = |
Product ticks in halfs
|
Added
FIX.4.4
EP19 | | [ProductTicksInHalfs] |
| 14 | = |
Product ticks in fourths
|
Added
FIX.4.4
EP19 | | [ProductTicksInFourths] |
| 15 | = |
Product ticks in eights
|
Added
FIX.4.4
EP19 | | [ProductTicksInEights] |
| 16 | = |
Product ticks in sixteenths
|
Added
FIX.4.4
EP19 | | [ProductTicksInSixteenths] |
| 17 | = |
Product ticks in thirty-seconds
|
Added
FIX.4.4
EP19 | | [ProductTicksInThirtySeconds] |
| 18 | = |
Product ticks in sixty-forths
|
Added
FIX.4.4
EP19 | | [ProductTicksInSixtyForths] |
| 19 | = |
Product ticks in one-twenty-eights
|
Added
FIX.4.4
EP19 | | [ProductTicksInOneTwentyEights] |