Code Set
BasisPxTypeCodeSet
| ID | 419 |
| Type | char |
| Pedigree | Added FIX.4.2 |
Code to represent the basis price type.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| ClosingPriceAtMorningSession | 2 | Closing price at morning session | Added FIX.4.2 | |
| ClosingPrice | 3 | Closing price | Added FIX.4.2 | |
| CurrentPrice | 4 | Current price | Added FIX.4.2 | |
| SQ | 5 | SQ | Added FIX.4.2 | |
| VWAPThroughADay | 6 | VWAP through a day | Added FIX.4.2 | |
| VWAPThroughAMorningSession | 7 | VWAP through a morning session | Added FIX.4.2 | |
| VWAPThroughAnAfternoonSession | 8 | VWAP through an afternoon session | Added FIX.4.2 | |
| VWAPThroughADayExcept | 9 | VWAP through a day except "YORI" (an opening auction) | Added FIX.4.2 | |
| VWAPThroughAMorningSessionExcept | A | VWAP through a morning session except "YORI" (an opening auction) | Added FIX.4.2 | |
| VWAPThroughAnAfternoonSessionExcept | B | VWAP through an afternoon session except "YORI" (an opening auction) | Added FIX.4.2 | |
| Strike | C | Strike | Added FIX.4.2 | |
| Open | D | Open | Added FIX.4.2 | |
| Others | Z | Others | Added FIX.4.2 |
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