Skip to content
FIXtags

FIX TAG 1522

DifferentialPrice

PriceOffsetAdded FIX.5.0SP2 · EP107

Definition

Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType(442) will be set to 2 (Individual leg of a multi-leg security) in this case.

Also used in pricing Trade at Settlement (TAS) and Trade At Marker (TAM) contracts for which the value is the negotiated currency offset either at settlement (TAS) or at time specified in the product definition (TAM). The final contract price is specified in LastPx(31).

Compare versions

Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.

No enumerated values are defined for this field in this source.

About the PriceOffset data type

float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative.

Used in messages 1

Includes nested components and repeating groups. Open a location to see its surrounding requirements.