Description

Type: char

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" (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