FIX 5.0 SP1 : BasisPxType <419> field

Type: char

Used In

Description

Code to represent the basis price type.

Valid values:

2 = Closing price at morningn 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" (an opening auction)

A = VWAP through a morning session except "YORI" (an opening auction)

B = VWAP through an afternoon session except "YORI" (an opening auction)

C = Strike

D = Open

Z = Others

Used In