Code Set QuotePriceTypeCodeSet Scenario base

SYNOPSIS: Code to represent price type requested in Quote

ID Datatype
692int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
692001Percent1SYNOPSIS: percent (percent of par)
FIX.4.4
692002PerShare2SYNOPSIS: per share (e.g. cents per share)
FIX.4.4
692003FixedAmount3SYNOPSIS: fixed amount (absolute value)
FIX.4.4
692004Discount4SYNOPSIS: discount – percentage points below par
FIX.4.4
692005Premium5SYNOPSIS: premium – percentage points over par
FIX.4.4
692006Spread6SYNOPSIS: basis points relative to benchmark
FIX.4.4
692007TEDPrice7SYNOPSIS: TED price
FIX.4.4
692008TEDYield8SYNOPSIS: TED yield
FIX.4.4
692009YieldSpread9SYNOPSIS: Yield spread (swaps)
FIX.4.4
692010Yield10SYNOPSIS: Yield
FIX.4.4