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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.

Code Description Code Description
0 Precision and decimal values, which is the normal Price Display. 29 N/A
1 Thirty-seconds (32nds) 30 BrokerTec 1/64: 1.00, 1.00+, 1.01, 1.01+... 1.31, 1.31+, 2.00
2 Yield price (format 1) 31 BrokerTec 2/8: 1, 1.2, 1+, 1.6, 2
3 Yield price (format 2) 32 BrokerTec 2/8 of 1/32: 1.00, 1.002, 1.00+, 1.006, 1.01.....1.31, 1.312, 1.31+, 1.316, 2
4 Discount price 33 BrokerTec 1/8 of 1/32: 1.00, 1.001, 1.002, 1.003, 1.00+, 1.005, 1.006, 1.007, 1.01
5 Decimal price 34 BrokerTec Both 1/100 and 1/8 (104 ticks per point): 1.000, 1.010, 1.020...1.120, 1.125, 1.130
6 Basis price 35 BrokerTec Normal - Uses precision and decimals values, but with series instead of prod if there is no tick table
7 Roll price 36 BrokerTec Points.FFQ FF=00.63 Q=1,+,3
8 Spread price 37 BrokerTec 32nds.Q, Q=1,2,3,+,5,6,7
9 512th price 38 Quarter thirty-seconds 4x - Price is in quarter thirty-seconds but ticks 4 at a time
10 Half-cents (last digit is either 0 or 5) 39 Quarter thirty-seconds 2x - Price is in quarter thirty-seconds but ticks 2 at a time
11 Fourths (last digit is either 0, 2, 4, or 6) 40 BrokerTec Yield - Price has 400 ticks per point, displays with 4 digits after decimal point
12 Modified fourths (last digit is either 0, 2, 5, or 7) 41 Half-cents 2x - Price is in half cents (last digit 0, 5), but ticks 2 at a time
13 Eighths 42 Normal 2x - Normal type, but tick 2 at a time
14 Modified decimal fourths (last digit is either 0, 2, 5, or 7) 43 Normal 5x - Normal type, but ticks 5 at a time
15 Thirty-seconds (Differs from 1 in that it does not use + or decimal places) 44 Normal 100x - Normal type, but ticks 100 at a time
16 Sixty-fourths (64ths) 45 Five one-thousandths, but ticks 2 at a time
17 Half thirty-seconds 46 Five one-thousandths, but ticks 5 at a time
18 Quarter thirty-seconds 47 Five one-thousandths, but ticks 10 at a time
19 Half sixty-fourths 48 Ten-hundredths of a cent, but ticks 2 at a time
20 Fives (1/20 points) 49 Ten-hundredths of a cent, but ticks 5 at a time
21 Half points 50 Ten-hundredths of a cent, but ticks 10 at a time
22 Five one-thousandths 51 One-hundredths, but ticks 1/4 of 100th at a time
23 One-hundredths 52 Normal 10x - Normal type, but ticks 10 at a time
24 Tenths (dimes) 53 Normal 50x - Normal type, but ticks 50 at a time
25 Ten-hundredths of a cent 54 Normal 500x - Normal type, but ticks 500 at a time
26 No decimals 55 Normal 25x - Normal type, but ticks 25 at a time
27 Modified 1/40 points (last digit is 0, 2, 5, or 7) 56 BrokerTec inverted - Similar to BrokerTec normal, but prices are inverted
28 N/A  57  Fenics 1/16 of 1/32