MT513: (26) Field 22F: Indicator: Type of Price Indicator
FORMAT
| Option F | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Indicator) |
PRESENCE
Optional in optional subsequence C1
QUALIFIER
(Error code(s): T89)
Order |
M/O |
Qualifier |
R/N |
CR |
Options |
Qualifier Description |
|---|---|---|---|---|---|---|
1 |
O |
PRIC |
N |
|
F |
Type of Price Indicator |
DEFINITION
This qualified generic field specifies:
PRIC |
Type of Price Indicator |
Specifies the type of transaction price. |
CODES
If Data Source Scheme is not present, Indicator must contain one of the following codes:
AVER |
Average Execution |
Price is an average execution price. |
AVOV |
Override of the Average Price |
Price is an override of the average price. |
COMB |
Combined Expenses |
Price is a combined expenses price (used in the UK market). |
FAVG |
Benchmark Weighted Average |
Price is weighted average price of the benchmark prices at the time of each partial fill. |
GREX |
Gross Execution Price |
Price is an all inclusive price, that is, including all charges, fees and taxes. |
MAVG |
All Markets Weighted Average |
Price is weighted average price of all market executions during the completion of the order. |
NDIS |
Net to Client Disclosed |
Price is net to the client disclosed (used in the UK market). |
NET1 |
Net Price 1 |
Price is a net price, that is, net of all charges, taxes, or fees. |
NET2 |
Net Price 2 |
Price is a net price, that is, net only of local broker's commission, local fees, or local taxes. |
NOGR |
Notional Gross |
Price is notional gross (used in the UK market). |
NUND |
Net to Client Undisclosed |
Price is net to the client undisclosed (used in the UK market). |
PARV |
Par Value |
Price is a par value or equal to the nominal or face value of the instrument. |
RDAV |
Rounded Average Price |
Price is a rounded average price. |
TRAD |
Benchmark |
Price is a benchmark price relating to the current partial fills (for example, last trade tick from market). |
