2 = Per unit (share or contract) - For stocks, bonds, option contracts 3 = Fixed amount - For MAC Swaps the upfront amount 4 = Discount - Percentage points below par 5 = Premium - Percentage points over par 6 = Spread (basis points) 9 = - Expressed according to market convention where security was issued 12 = Par price spread 20 = Normal rate representation - For FX rates 21 = Inverse rate representation - For FX rates 23 = Up points - Used specifically for CDS pricing. 24 = Interest rate 100 = Discount margin LegQtyType 1591 int N Type of quantity specified in LegOrderQty(685) →→ * Standard FIX field added to component. Supported values: 0 = (shares, par, currency) 1 = Contracts end <InstrmtLegGrp> component → MDEntryPx 270 Price N Price of the Market Data Entry. → PriceType 423 int N Indicates the price type of price fields in the → message. Supported values: 1 = Percent of par - For cash bonds 2 = Per unit or contract) - For stocks, bonds, option contracts 3 = Fixed amount - For MAC Swaps the upfront amount 4 = Discount - Percentage points below par 5 = Premium - Percentage points over par 6 = Spread (basis points) 9 = - Expressed according to market convention where security was issued 12 = Par price spread 20 = Normal rate representation - For FX 21 = Inverse rate representation - For FX rates 23 = Up front points - Used specifically for CDS pricing. 24 = Interest rate 100 = Discount margin Currency 15 Currency N Identifies currency used for price. Absence of this → field is interpreted as the default for the security. Uses ISO 4127 3-character currency code. MDEntrySize 271 Qty N Quantity or volume represented by the Market → Data Entry. MDEntryDate 272 N Date of the market data entry. If not specified, it is → defaulted to current business date. MDEntryTime 273 N Time of the market data entry. →
2 = Per unit (share or contract) - For stocks, bonds, option contracts 3 = Fixed amount - For MAC Swaps the upfront amount 4 = Discount - Percentage points below par 5 = Premium - Percentage points over par 6 = Spread (basis points) 9 = - Expressed according to market convention where security was issued 12 = Par price spread 20 = Normal rate representation - For FX rates 21 = Inverse rate representation - For FX rates 23 = Up points - Used specifically for CDS pricing. 24 = Interest rate 100 = Discount margin →→ LegQtyType 1591 int N Type of quantity specified in LegOrderQty(685) * Standard FIX field added to component. Supported values: 0 = (shares, par, currency) 1 = Contracts → end <InstrmtLegGrp> component → MDEntryPx 270 Price N Price of the Market Data Entry. → PriceType 423 int N Indicates the price type of price fields in the message. Supported values: 1 = Percent of par - For cash bonds 2 = Per unit or contract) - For stocks, bonds, option contracts 3 = Fixed amount - For MAC Swaps the upfront amount 4 = Discount - Percentage points below par 5 = Premium - Percentage points over par 6 = Spread (basis points) 9 = - Expressed according to market convention where security was issued 12 = Par price spread 20 = Normal rate representation - For FX 21 = Inverse rate representation - For FX rates 23 = Up front points - Used specifically for CDS pricing. 24 = Interest rate 100 = Discount margin → Currency 15 Currency N Identifies currency used for price. Absence of this field is interpreted as the default for the security. Uses ISO 4127 3-character currency code. → MDEntrySize 271 Qty N Quantity or volume represented by the Market Data Entry. → MDEntryDate 272 N Date of the market data entry. If not specified, it is defaulted to current business date. → MDEntryTime 273 N Time of the market data entry.
NEX-Group-FIX-5-0-APA-Specification-v0-6.docx