Type: char
Code to represent the basis price type.
Added in protocol FIX.4.2
See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
2 | Closing Price at morning session | FIX.4.2 |
3 | Closing Price | FIX.4.2 |
4 | Current price | FIX.4.2 |
5 | SQ | FIX.4.2 |
6 | VWAP through a day | FIX.4.2 |
7 | VWAP through a morning session | FIX.4.2 |
8 | VWAP through an afternoon session | FIX.4.2 |
9 | VWAP through a day except YORI | FIX.4.2 |
A | VWAP through a morning session except YORI | FIX.4.2 |
B | VWAP through an afternoon session except YORI | FIX.4.2 |
C | Strike | FIX.4.2 |
D | Open | FIX.4.2 |
Z | Others | FIX.4.2 |