Description
Type: int
Calculation method used to determine settlement price.
Valid values:
- 0 = Unknown
- 1 = Last trade price
- 2 = Last bid price
- 3 = Last offer price
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4 = Mid price
The price at the mid-point between last bid and last offer price.
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5 = Average last trade price
The average price across a bi-laterally agreed number of trades, e.g. last five trades.
-
6 = Average last trade period
Average price across bi-laterally agreed time period, e.g. last minute of trading.
-
7 = Underlying price
Based on price of underlying instrument.
-
8 = Calculated price
Other calculation method, e.g. theoretical price.
-
9 = Manual price
Manually entered price.