QuotePriceType <692> field – FIX 4.4 – FIX Dictionary

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FIX 4.4 : QuotePriceType <692> field
Type: int

Code to represent price type requested in Quote.

If the Quote Request <R> is for a Swap values 1-8 apply to all legs.

Valid values:

1 = percent (percent of par)

2 = per share (e.g. cents per share)

3 = fixed amount (absolute value)

4 = discount - percentage points below par

5 = premium - percentage points over par

6 = basis points relative to benchmark

7 = TED price

8 = TED yield

9 = Yield spread (swaps)

10 = Yield

FIX 4.4 : QuotePriceType <692> field