Code to represent the price type.
Code | Meaning |
---|---|
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 |
7 | TED price |
8 | TED yield |
9 | Yield |
10 | Fixed cabinet trade price (primarily for listed futures and options) |
11 | Variable cabinet trade price (primarily for listed futures and options) |