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