FIX TAG 692
QuotePriceType
Definition
Code to represent price type requested in Quote. If the Quote Request is for a Swap values 1-8 apply to all legs.
Compare versions
Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 4.4 FIX 5.0 SP2
Definition text changed
FIX 4.4
Code to represent price type requested in Quote
FIX 5.0 SP2
Code to represent price type requested in Quote. If the Quote Request is for a Swap values 1-8 apply to all legs.
Value text or deprecation changed 9
| Value | FIX 4.4 | FIX 5.0 SP2 |
|---|---|---|
1 | percent (percent of par) | Percent (percent of par) |
2 | per share (e.g. cents per share) | Per Share (e.g. cents per share) |
3 | fixed amount (absolute value) | Fixed Amount (absolute value) |
4 | discount – percentage points below par | Discount - percentage points below par |
5 | premium – percentage points over par | Premium - percentage points over par |
6 | basis points relative to benchmark | Spread - basis points relative to benchmark |
7 | TED price | TED Price |
8 | TED yield | TED Yield |
9 | Yield spread (swaps) | Yield Spread (swaps) |
Values 10
About the int data type
Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| The following data types are based on int.
Used in messages 2
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=RQuoteRequestQuotReqGrp35=AGQuoteRequestRejectQuotReqRjctGrp