Enumeration for Fix tag 419 ( BasisPxType)
Tag Description
2 Closing Price at morning session
3 Closing Price
4 Current price
5 SQ
6 VWAP through a day
7 VWAP through a morning session
8 VWAP through an afternoon session
9 VWAP through a day except YORI
A VWAP through a morning session except YORI
B VWAP through an afternoon session except YORI
C Strike
D Open
Z Others


Description

Code to represent the basis price type. Valid values: 2: Closing Price at morning session 3: Closing Price 4: Current price 5: SQ 6: VWAP through a day 7: VWAP through a morning session 8: VWAP through an afternoon session 9: VWAP through a day except YORI A: VWAP through a morning session except YORI B: VWAP through an afternoon session except YORI C: Strike D: Open Z: Others