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  • Documentation

  • Field

    BasisPxType

    ID (tag)419
    TypeBasisPxTypeCodeSet
    PedigreeAdded FIX.4.2
    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

    Used in messages:

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