ZagTrader

FIX Protocol Tag 2530: RelativeValueType

RelativeValueType is an integer field used in 3 FIX message types: Execution Report (35=8), Quote (35=S) and IOI (35=6). It is defined in FIX 5.0 SP2 and has 12 enumerated values.

Tag number
2530
Data type
INT
FIX versions
FIX 5.0 SP2
Used in
3 message types

Tag 2530 in each FIX version

Values and message usage as defined in a specific version.

Data type

INT: A whole number without a decimal point. It may be negative.

Valid values

12 enumerated values across all FIX versions.

ValueMeaning
1Asw spread
2OIS
3Z spread
4Discount margin
5I spread
6OAS
7G spread
8CDS basis
9CDS interpolated basis
10DV01
11PV01
12CS01

Example

2530=1

Illustrative value. In a message, fields are separated by the SOH character (0x01), often shown as | or ^ in logs.

Decode a message with this tag

Message types that use tag 2530

Covers every version from FIX 4.0 to 5.0 SP2, including fields reached through components and repeating groups. The version pages above show whether the tag is required in each message.

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.