| ID | Datatype |
|---|---|
| 423 | int |
| ID | Name | Value | Description | Supported | Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|---|---|---|---|---|
| 423001 | Percentage | 1 | SYNOPSIS:
Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
| ✓ | FIX.4.2 | |||||
| 423002 | PerUnit | 2 | SYNOPSIS:
Per unit (i.e. per share or contract)
| ✓ | FIX.4.2 | |||||
| 423003 | FixedAmount | 3 | SYNOPSIS:
Fixed amount (absolute value)
| ✓ | FIX.4.2 | |||||
| 423004 | Discount | 4 | SYNOPSIS:
Discount - percentage points below par
| ✓ | FIX.4.3 | |||||
| 423005 | Premium | 5 | SYNOPSIS:
Premium - percentage points over par
| ✓ | FIX.4.3 | |||||
| 423006 | Spread | 6 | SYNOPSIS:
Spread (basis points spread)
ELABORATION: Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. | ✓ | FIX.4.3 | FIX.5.0SP2 | 207 | |||
| 423007 | TEDPrice | 7 | SYNOPSIS:
TED Price
| ✓ | FIX.4.3 | |||||
| 423008 | TEDYield | 8 | SYNOPSIS:
TED Yield
| ✓ | FIX.4.3 | |||||
| 423009 | Yield | 9 | SYNOPSIS:
Yield
| ✓ | FIX.4.4 | |||||
| 423010 | FixedCabinetTradePrice | 10 | SYNOPSIS:
Fixed cabinet trade price (primarily for listed futures and options)
| ✓ | FIX.4.4 | |||||
| 423011 | VariableCabinetTradePrice | 11 | SYNOPSIS:
Variable cabinet trade price (primarily for listed futures and options)
| ✓ | FIX.4.4 | |||||
| 423012 | PriceSpread | 12 | SYNOPSIS:
Price spread
ELABORATION: Price spread is expressed based on market convention for the asset being priced or traded. For example, the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools | ✓ | FIX.5.0SP2 | 207 | ||||
| 423013 | ProductTicksInHalves | 13 | SYNOPSIS:
Product ticks in halves
| ✓ | FIX.4.4 | 19 | FIX.5.0SP2 | 207 | ||
| 423014 | ProductTicksInFourths | 14 | SYNOPSIS:
Product ticks in fourths
| ✓ | FIX.4.4 | 19 | ||||
| 423015 | ProductTicksInEighths | 15 | SYNOPSIS:
Product ticks in eighths
| ✓ | FIX.4.4 | 19 | FIX.5.0SP2 | 207 | ||
| 423016 | ProductTicksInSixteenths | 16 | SYNOPSIS:
Product ticks in sixteenths
| ✓ | FIX.4.4 | 19 | ||||
| 423017 | ProductTicksInThirtySeconds | 17 | SYNOPSIS:
Product ticks in thirty-seconds
| ✓ | FIX.4.4 | 19 | ||||
| 423018 | ProductTicksInSixtyFourths | 18 | SYNOPSIS:
Product ticks in sixty-fourths
| ✓ | FIX.4.4 | 19 | FIX.5.0SP2 | 207 | ||
| 423019 | ProductTicksInOneTwentyEighths | 19 | SYNOPSIS:
Product ticks in one-twenty-eighths
| ✓ | FIX.4.4 | 19 | FIX.5.0SP2 | 207 | ||
| 423020 | NormalRateRepresentation | 20 | SYNOPSIS:
Normal rate representation (e.g. FX rate)
| ✓ | FIX.5.0SP2 | 100 | ||||
| 423021 | InverseRateRepresentation | 21 | SYNOPSIS:
Inverse rate representation (e.g. FX rate)
| ✓ | FIX.5.0SP2 | 100 | ||||
| 423022 | BasisPoints | 22 | SYNOPSIS:
Basis points
ELABORATION: When the price is not spread based. | ✓ | FIX.5.0SP2 | 161 | ||||
| 423023 | UpfrontPoints | 23 | SYNOPSIS:
Up front points
ELABORATION: Used specifically for CDS pricing. | ✓ | FIX.5.0SP2 | 161 | ||||
| 423024 | InterestRate | 24 | SYNOPSIS:
Interest rate
ELABORATION: When the price is an interest rate. For example, used with benchmark reference rate. | ✓ | FIX.5.0SP2 | 174 | ||||
| 423025 | PercentageNotional | 25 | SYNOPSIS:
Percentage of notional
| ✓ | FIX.5.0SP2 | 208 |