Tag 690
LegSwapType
Abbreviation:
SwapTypDescription
For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
Wire Format & Usage Example
Single field (key=value)
690=1 (ParForPar)
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 690=1 (ParForPar) | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 690=1 (ParForPar) is this field's position in the message.
All valid values
| Wire | Name | Description |
|---|---|---|
690=1 | ParForPar | Par For Par |
690=2 | ModifiedDuration | Modified Duration |
690=4 | Risk | Risk |
690=5 | Proceeds | Proceeds |
Enumerated Values
4| Value | Symbolic Name | Description | Added |
|---|---|---|---|
| 1 | ParForPar | Par For Par | FIX.4.4 |
| 2 | ModifiedDuration | Modified Duration | FIX.4.4 |
| 4 | Risk | Risk | FIX.4.4 |
| 5 | Proceeds | Proceeds | FIX.4.4 |