UnderlyingPx (FIX tag 810)

At a glance

Tag

810

Name

UnderlyingPx

Datatype

Price (float)

Dialects

FIX 4.4

Messages

59

What the specification says

Underlying price associate with a derivative instrument.

Descriptions are quoted from the FIX Orchestra sources under the Apache 2.0 licence.

A real message using tag 810

Where tag 810 appears

Requiredness is a property of the message, not of the field: the same tag can be optional in one message and conditionally required in another.

Wire format

A decimal price. Precision is a venue convention, not a protocol rule, so compare the raw string when exactness matters. @boarteam/fix parses the value as a number and reports parse/invalid-float when it does not lex as one; the raw string is kept so precision and trailing zeros are never lost.

Read tag 810 in TypeScript

import { createFixEngine } from "@boarteam/fix";import { dictionary } from "@boarteam/fix-dict-fix44";​const fix = createFixEngine(dictionary);const { message, issues } = fix.parse(raw);​const field = message.fields[810];field?.name;   // "UnderlyingPx"field?.raw;    // the verbatim wire stringfield?.value;  // coerced to a number

Other Price fields

• 799OrderAvgPx
• 839PeggedPrice
• 845DiscretionPrice
• 860AvgParPx
• 861ReportedPx
• 867EventPx
• 882UnderlyingDirtyPrice
• 883UnderlyingEndPrice
• 734PriorSettlPrice
• 732UnderlyingSettlPrice
• 730SettlPrice
• 697YieldRedemptionPrice
• 684LegOfferPx
• 681LegBidPx
• 679LegBenchmarkPrice
• 669LastParPx
• 662BenchmarkPrice
• 651UnderlyingLastPx
• 646MktOfferPx
• 645MktBidPx
• 640Price2
• 637LegLastPx
• 631MidPx
• 612LegStrikePrice