Used In

Code to represent the price type.

Valid values:

1 = Percentage (e.g. percent of par) (often called "dollar price" for fixed income)

2 = Per unit (i.e. per share or contract)

3 = Fixed Amount (absolute value)

4 = Discount - percentage points below par

5 = Premium - percentage points over par

6 = Spread <218>

7 = TED price

8 = TED yield

9 = Yield <236>

0 = Fixed cabinet trade price (primarily for listed futures and options)

1 = Variable cabinet trade price (primarily for listed futures and options)

(For Financing transactions PriceType <423> implies the "repo type" - Fixed or Floating - 9 (Yield <236>) or 6 (Spread <218>) respectively - and Price <44> (44) gives the corresponding "repo rate".

See Volume : "Glossary" for further value definitions)

• Allocation Instruction <J>

• Allocation Report <AS>

• Bid Response <l>

• Collateral Assignment <AY>

• Collateral Inquiry <BB>

• Collateral Report <BA>

• Collateral Request <AX>

• Collateral Response <AZ>

• Confirmation <AK>

• Cross Order Cancel/Replace Request <t>

• Execution Report <8>

• IOI <6>

• Multileg Order Cancel/Replace <AC>

• New Order Cross <s>

• New Order List <E>

• New Order Multileg <AB>

• New Order Single <D>

• Order Cancel/Replace Request <G>

• Quote <S>

• Quote Request <R>

• Quote Request Reject <AG>

• Quote Response <AJ>

• Quote Status Report <AI>

• Trade Capture Report <AE>

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