Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
663 | BenchmarkPriceType AbbrName: PxTyp |
int | Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. 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 |
SpreadOrBenchmarkCurveData |