Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
423 | PriceType AbbrName: PxTyp |
int | Code to represent the price type. (For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate". See Volume : "Glossary" for further value definitions) 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 |
NewOrderSingle OrderCancelReplaceRequest AllocationInstruction BidCompRspGrp ListOrdGrp MDFullGrp MDIncGrp QuotReqGrp QuotReqRjctGrp BaseTradingRules Quote NewOrderCross CrossOrderCancelReplaceRequest NewOrderMultileg MultilegOrderCancelReplace TradeCaptureReport QuoteStatusReport QuoteResponse IOI Confirmation PositionReport TradeCaptureReportAck AllocationReport CollateralRequest CollateralAssignment CollateralResponse CollateralReport CollateralInquiry ExecutionReport AllocationInstructionAlert ExecutionAcknowledgement |