QuotePriceType

Tag 692

QuotePriceType

Abbreviation: QuotPxTyp
Typeint
Tag692
AddedFIX.4.4
Used in2 messages

Description

Code to represent price type requested in Quote. If the Quote Request is for a Swap values 1-8 apply to all legs.

Wire Format & Usage Example

Single field (key=value)
692=1 (Percent)
In a FIX message (QuoteRequest)
8=FIX.4.4 | 9=... | 35=R | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 |  | 692=1 (Percent) |  | 10=...

Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 692=1 (Percent) is this field's position in the message.

All valid values
WireNameDescription
692=1PercentPercent (percent of par)
692=2PerSharePer Share (e.g. cents per share)
692=3FixedAmountFixed Amount (absolute value)
692=4DiscountDiscount - percentage points below par
692=5PremiumPremium - percentage points over par
692=6SpreadSpread - basis points relative to benchmark
692=7TEDPriceTED Price
692=8TEDYieldTED Yield
692=9YieldSpreadYield Spread (swaps)
692=10YieldYield

Enumerated Values

10
ValueSymbolic NameDescriptionAdded
1PercentPercent (percent of par)FIX.4.4
2PerSharePer Share (e.g. cents per share)FIX.4.4
3FixedAmountFixed Amount (absolute value)FIX.4.4
4DiscountDiscount - percentage points below parFIX.4.4
5PremiumPremium - percentage points over parFIX.4.4
6SpreadSpread - basis points relative to benchmarkFIX.4.4
7TEDPriceTED PriceFIX.4.4
8TEDYieldTED YieldFIX.4.4
9YieldSpreadYield Spread (swaps)FIX.4.4
10YieldYieldFIX.4.4