FIX.Latest_EP287 Code Set #StrikeIndexQuoteCodeSet

Code Set Name

Data Type

Description

Pedigree

StrikeIndexQuoteCodeSet

int

The quote side from which the index price is to be determined.

0	=	Bid	Added EP208		[Bid]
1	=	Mid	Added EP208		[Mid]
2	=	Offer	Added EP208		[Offer]

Added EP208

Used in fields:

[LegMakeWholeBenchmarkQuote] [LegStrikeIndexQuote] [MakeWholeBenchmarkQuote] [StrikeIndexQuote] [UnderlyingMakeWholeBenchmarkQuote] [UnderlyingStrikeIndexQuote]