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Tag | FIX Name | Description |
|---|---|---|
→871 | InstrAttribType | Tag 871-InstAttribType and tag 872-InstAttribValue function together where tag 871 indicates the type of value that the following tag 872 will contain. ‘24’ = Eligibility |
→872 | InstrAttribValue | When bit 11 = ‘1’, this indicates product has fractional display price. |
37702 | MainFraction | Price denominator of main fraction. |
37703 | SubFraction | Price denominator sub fraction. |
9800 | PriceDisplayFormat | Number of digits to the right of tick mark; location of tick mark between whole and non-whole numbers. Example: where tag 9800=3, display fractional price as: 112'200 |
| Panel | ||
|---|---|---|
| ||
EXCEPTION: For products that tick in modified fourths (30-Day Fed Funds options and Rough Rice options), the decimal '.5' is denoted in the price display. The Display Factor will be sent as '01' but should be treated as '00'. For example, an actual price of '12.5' would be displayed as '12' even though the display factor value '01' normally dictates a display of '12.5'. Therefore, client systems must include the .5 in the fractional conversion to decimal calculation for these products. |
See also:
| Child pages (Children Display) |
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