Type: int
The quote side from which the index price is to be determined.
Added in protocol FIX.5.0SP2 (EP 208)
Valid values
Value | Description | Added |
---|---|---|
0 | Bid | FIX.5.0SP2 (EP 208) |
1 | Mid | FIX.5.0SP2 (EP 208) |
2 | Offer | FIX.5.0SP2 (EP 208) |
Type: int
The quote side from which the index price is to be determined.
Added in protocol FIX.5.0SP2 (EP 208)
Value | Description | Added |
---|---|---|
0 | Bid | FIX.5.0SP2 (EP 208) |
1 | Mid | FIX.5.0SP2 (EP 208) |
2 | Offer | FIX.5.0SP2 (EP 208) |