Log in

423 PriceType

Type: Int

Code to represent the price type.

Values

CodeMeaning
1Percentage (e.g. percent of par) (often called "dollar price" for fixed income)
2Per unit (i.e. per share or contract)
3Fixed Amount (absolute value)
4Discount – percentage points below par
5Premium – percentage points over par
6Spread
7TED price
8TED yield
9Yield
10Fixed cabinet trade price (primarily for listed futures and options)
11Variable cabinet trade price (primarily for listed futures and options)