Type: int
Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type.
Added in protocol FIX.5.0SP2 (EP 140)
Valid values
Value | Description | Added |
---|---|---|
0 | Two component intercommodity spread | FIX.5.0SP2 (EP 140) |
1 | Index or basket | FIX.5.0SP2 (EP 140) |
2 | Two component locational basis | FIX.5.0SP2 (EP 140) |
99 | Other | FIX.5.0SP2 (EP 140) |