PriceType <423> field – FIX 4.4 – FIX Dictionary

Used In

Description

Code to represent the price type.

Valid values:

1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)

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

3 = Fixed Amount (absolute value)

4 = Discount - percentage points below par

5 = Premium - percentage points over par

6 = Spread

7 = TED price

8 = TED yield

9 = Yield

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

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

(For Financing transactions PriceType <423> implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price<44> gives the corresponding "repo rate".

Used In

• IOI <6>

• Execution Report <8>

• New Order Multileg <AB>

• Multileg Order Cancel/Replace <AC>

• Trade Capture Report <AE>

• Quote Request Reject <AG>

• Quote Status Report <AI>

• Quote Response <AJ>

• Confirmation <AK>

• Allocation Report <AS>

• Collateral Request <AX>

• Collateral Assignment <AY>

• Collateral Response <AZ>

• Collateral Report <BA>

• Collateral Inquiry <BB>

• New Order Single <D>

• New Order List <E>

• Order Cancel/Replace Request <G>

• Allocation Instruction <J>

• Bid Response <l>

• Quote Request <R>

• New Order Cross <s>

• Quote <S>

• Cross Order Cancel/Replace Request <t>