DescriptionCode to represent the price type. (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". Valid values: 1 = Percentage (i.e. 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 (basis points 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) 13 = Product ticks in halfs 14 = Product ticks in fourths 15 = Product ticks in eights 16 = Product ticks in sixteenths 17 = Product ticks in thirty-seconds 18 = Product ticks in sixty-forths 19 = Product ticks in one-twenty-eights Used In |
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