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FIXtags

FIX TAG 42756

ReturnRateValuationTimeType

intAdded FIX.5.0SP2 · EP208

Definition

Specifies the timing at which the calculation agent values the underlying.

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.

Values 8

ValueMeaning
0

Open

Additional detail from the official source

The official opening time of the exchange on valuation date.

1

Official settlement price time

Additional detail from the official source

The time at which the official settlement price is determined.

2

XETRA

Additional detail from the official source

The time at which the official settlement price (following the auction by the exchange) is determined by the exchange.

3

Close

Additional detail from the official source

The official closing time of the exchange on valuation date.

4

Derivatives close

Additional detail from the official source

The official closing time for derivative trading of the exchange on valuation date.

5

High

Additional detail from the official source

The high price for the day.

6

Low

Additional detail from the official source

The low price for the day.

7

As specified in the master confirmation

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").

Used in messages 97

Includes nested components and repeating groups. Open a location to see its surrounding requirements.