Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.
0 | = | Related to displayed price | Added FIX.4.2
| | [RelatedToDisplayedPrice] |
1 | = | Related to market price | Added FIX.4.2
| | [RelatedToMarketPrice] |
2 | = | Related to primary price | Added FIX.4.2
| | [RelatedToPrimaryPrice] |
3 | = | Related to local primary price | Added FIX.4.2
| | [RelatedToLocalPrimaryPrice] |
4 | = | Related to midpoint price | Added FIX.4.2
| | [RelatedToMidpointPrice] |
5 | = | Related to last trade price | Added FIX.4.2
| | [RelatedToLastTradePrice] |
6 | = | Related to VWAP | Added FIX.4.4
| | [RelatedToVWAP] |
7 | = | Average Price Guarantee | Added EP22
| | [AveragePriceGuarantee] |