FIX 4.2 : BasisPxType <419> field

Type: char

Used In

Description

Code to represent the basis price type.

Valid values:

2 = Closing Price at morning session

3 = Closing Price

4 = Current price

5 = SQ

6 = VWAP through a day

7 = VWAP through a morning session

8 = VWAP through an afternoon session

9 = VWAP through a day except YORI

A = VWAP through a morning session except YORI

B = VWAP through an afternoon session except YORI

C = Strike

D = Open

Z = Others

Used In

Onix Solutions