Type: char
Code to represent the basis price type.
Added in protocol FIX.4.2
See in: FIX.4.2, 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 (an opening auction) | FIX.4.2 |
| A | VWAP through a morning session except YORI (an opening auction) | FIX.4.2 |
| B | VWAP through an afternoon session except YORI (an opening auction) | FIX.4.2 |
| C | Strike | FIX.4.2 |
| D | Open | FIX.4.2 |
| Z | Others | FIX.4.2 |