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FIX Adapter Reference

Price display codes

Overview

TT FIX Adapter supports a variety of price display codes that allow you to display price information in different formats.

Price display codes

Tag 16451 (PriceDisplayType) supports the following values.

CodeDescriptionCodeDescription
0Precision and decimal values, which is the normal Price Display.29N/A
1Thirty-seconds (32nds)30BrokerTec 1/64: 1.00, 1.00+, 1.01, 1.01+... 1.31, 1.31+, 2.00
2Yield price (format 1)31BrokerTec 2/8: 1, 1.2, 1+, 1.6, 2
3Yield price (format 2)32BrokerTec 2/8 of 1/32: 1.00, 1.002, 1.00+, 1.006, 1.01.....1.31, 1.312, 1.31+, 1.316, 2
4Discount price33BrokerTec 1/8 of 1/32: 1.00, 1.001, 1.002, 1.003, 1.00+, 1.005, 1.006, 1.007, 1.01
5Decimal price34BrokerTec Both 1/100 and 1/8 (104 ticks per point): 1.000, 1.010, 1.020...1.120, 1.125, 1.130
6Basis price35BrokerTec Normal - Uses precision and decimals values, but with series instead of prod if there is no tick table
7Roll price36BrokerTec Points.FFQ FF=00.63 Q=1,+,3
8Spread price37BrokerTec 32nds.Q, Q=1,2,3,+,5,6,7
9512th price38Quarter thirty-seconds 4x - Price is in quarter thirty-seconds but ticks 4 at a time
10Half-cents (last digit is either 0 or 5)39Quarter thirty-seconds 2x - Price is in quarter thirty-seconds but ticks 2 at a time
11Fourths (last digit is either 0, 2, 4, or 6)40BrokerTec Yield - Price has 400 ticks per point, displays with 4 digits after decimal point
12Modified fourths (last digit is either 0, 2, 5, or 7)41Half-cents 2x - Price is in half cents (last digit 0, 5), but ticks 2 at a time
13Eighths42Normal 2x - Normal type, but tick 2 at a time
14Modified decimal fourths (last digit is either 0, 2, 5, or 7)43Normal 5x - Normal type, but ticks 5 at a time
15Thirty-seconds (Differs from 1 in that it does not use + or decimal places)44Normal 100x - Normal type, but ticks 100 at a time
16Sixty-fourths (64ths)45Five one-thousandths, but ticks 2 at a time
17Half thirty-seconds46Five one-thousandths, but ticks 5 at a time
18Quarter thirty-seconds47Five one-thousandths, but ticks 10 at a time
19Half sixty-fourths48Ten-hundredths of a cent, but ticks 2 at a time
20Fives (1/20 points)49Ten-hundredths of a cent, but ticks 5 at a time
21Half points50Ten-hundredths of a cent, but ticks 10 at a time
22Five one-thousandths51One-hundredths, but ticks 1/4 of 100th at a time
23One-hundredths52Normal 10x - Normal type, but ticks 10 at a time
24Tenths (dimes)53Normal 50x - Normal type, but ticks 50 at a time
25Ten-hundredths of a cent54Normal 500x - Normal type, but ticks 500 at a time
26No decimals55Normal 25x - Normal type, but ticks 25 at a time
27Modified 1/40 points (last digit is 0, 2, 5, or 7)56BrokerTec inverted - Similar to BrokerTec normal, but prices are inverted
28N/A