Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Code Set

BasisPxTypeCodeSet

ID419
Typechar
PedigreeAdded FIX.4.2
Code to represent the basis price type.
NameValueSynopsisElaborationPedigree
ClosingPriceAtMorningSession2Closing price at morning sessionAdded FIX.4.2
ClosingPrice3Closing priceAdded FIX.4.2
CurrentPrice4Current priceAdded FIX.4.2
SQ5SQAdded FIX.4.2
VWAPThroughADay6VWAP through a dayAdded FIX.4.2
VWAPThroughAMorningSession7VWAP through a morning sessionAdded FIX.4.2
VWAPThroughAnAfternoonSession8VWAP through an afternoon sessionAdded FIX.4.2
VWAPThroughADayExcept9VWAP through a day except "YORI" (an opening auction)Added FIX.4.2
VWAPThroughAMorningSessionExceptAVWAP through a morning session except "YORI" (an opening auction)Added FIX.4.2
VWAPThroughAnAfternoonSessionExceptBVWAP through an afternoon session except "YORI" (an opening auction)Added FIX.4.2
StrikeCStrikeAdded FIX.4.2
OpenDOpenAdded FIX.4.2
OthersZOthersAdded FIX.4.2
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