Type: char
Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.
Valid values
Value | Description | Added |
---|---|---|
0 | Related to displayed price | FIX.4.2 |
1 | Related to market price | FIX.4.2 |
2 | Related to primary price | FIX.4.2 |
3 | Related to local primary price | FIX.4.2 |
4 | Related to midpoint price | FIX.4.2 |
5 | Related to last trade price | FIX.4.2 |
6 | Related to VWAP | FIX.4.4 |
7 | Average Price Guarantee | FIX.4.4 (22) |