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