| ID | Datatype |
|---|---|
| 692 | int |
| ID | Name | Value | Description | Supported | Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|---|---|---|---|---|
| 692001 | Percent | 1 | SYNOPSIS:
Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
| ✓ | FIX.4.4 | FIX.5.0SP2 | 207 | |||
| 692002 | PerShare | 2 | SYNOPSIS:
Per unit (i.e. per share or contract)
| ✓ | FIX.4.4 | FIX.5.0SP2 | 207 | |||
| 692003 | FixedAmount | 3 | SYNOPSIS:
Fixed Amount (absolute value)
| ✓ | FIX.4.4 | |||||
| 692004 | Discount | 4 | SYNOPSIS:
Discount - percentage points below par
| ✓ | FIX.4.4 | |||||
| 692005 | Premium | 5 | SYNOPSIS:
Premium - percentage points over par
| ✓ | FIX.4.4 | |||||
| 692006 | Spread | 6 | SYNOPSIS:
Spread (basis points relative to benchmark)
ELABORATION: Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. | ✓ | FIX.4.4 | FIX.5.0SP2 | 207 | |||
| 692007 | TEDPrice | 7 | SYNOPSIS:
TED Price
| ✓ | FIX.4.4 | |||||
| 692008 | TEDYield | 8 | SYNOPSIS:
TED Yield
| ✓ | FIX.4.4 | |||||
| 692009 | YieldSpread | 9 | SYNOPSIS:
Yield Spread (swaps)
| ✓ | FIX.4.4 | |||||
| 692010 | Yield | 10 | SYNOPSIS:
Yield
| ✓ | FIX.4.4 | |||||
| 692011 | 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 | ||||
| 692012 | ProductTicksInHalves | 13 | SYNOPSIS:
Product ticks in halves
| ✓ | FIX.5.0SP2 | 207 | ||||
| 692013 | ProductTicksInFourths | 14 | SYNOPSIS:
Product ticks in fourths
| ✓ | FIX.5.0SP2 | 207 | ||||
| 692014 | ProductTicksInEighths | 15 | SYNOPSIS:
Product ticks in eighths
| ✓ | FIX.5.0SP2 | 207 | ||||
| 692015 | ProductTicksInSixteenths | 16 | SYNOPSIS:
Product ticks in sixteenths
| ✓ | FIX.5.0SP2 | 207 | ||||
| 692016 | ProductTicksInThirtySeconds | 17 | SYNOPSIS:
Product ticks in thirty-seconds
| ✓ | FIX.5.0SP2 | 207 | ||||
| 692017 | ProductTicksInSixtyFourths | 18 | SYNOPSIS:
Product ticks in sixty-fourths
| ✓ | FIX.5.0SP2 | 207 | ||||
| 692018 | ProductTicksInOneTwentyEighths | 19 | SYNOPSIS:
Product ticks in one-twenty-eighths
| ✓ | FIX.5.0SP2 | 207 | ||||
| 692019 | NormalRateRepresentation | 20 | SYNOPSIS:
Normal rate representation (e.g. FX rate)
| ✓ | FIX.5.0SP2 | 207 | ||||
| 692020 | InverseRateRepresentation | 21 | SYNOPSIS:
Inverse rate representation (e.g. FX rate)
| ✓ | FIX.5.0SP2 | 207 | ||||
| 692021 | BasisPoints | 22 | SYNOPSIS:
Basis points
ELABORATION: When the price is not spread based | ✓ | FIX.5.0SP2 | 207 | ||||
| 692022 | UpFrontPoints | 23 | SYNOPSIS:
Up front points
ELABORATION: Used specifically for CDS pricing. | ✓ | FIX.5.0SP2 | 207 | ||||
| 692023 | InterestRate | 24 | SYNOPSIS:
Interest rate
ELABORATION: When the price is an interest rate. For example, used with benchmark reference rate. | ✓ | FIX.5.0SP2 | 207 | ||||
| 692024 | PercentageOfNotional | 25 | SYNOPSIS:
Percentage of notional
| ✓ | FIX.5.0SP2 | 207 |