Code Set NameData TypeDescriptionPedigree
BasisPxTypeCodeSetchar

Code to represent the basis price type.


2=

Closing price at morning session

Added FIX.4.2 [ClosingPriceAtMorningSession]
3=

Closing price

Added FIX.4.2 [ClosingPrice]
4=

Current price

Added FIX.4.2 [CurrentPrice]
5=

SQ

Added FIX.4.2 [SQ]
6=

VWAP through a day

Added FIX.4.2 [VWAPThroughADay]
7=

VWAP through a morning session

Added FIX.4.2 [VWAPThroughAMorningSession]
8=

VWAP through an afternoon session

Added FIX.4.2 [VWAPThroughAnAfternoonSession]
9=

VWAP through a day except YORI (an opening auction)

Added FIX.4.2 [VWAPThroughADayExcept]
A=

VWAP through a morning session except YORI (an opening auction)

Added FIX.4.2 [VWAPThroughAMorningSessionExcept]
B=

VWAP through an afternoon session except YORI (an opening auction)

Added FIX.4.2 [VWAPThroughAnAfternoonSessionExcept]
C=

Strike

Added FIX.4.2 [Strike]
D=

Open

Added FIX.4.2 [Open]
Z=

Others

Added FIX.4.2 [Others]
Added FIX.4.2

Used in fields:
[BasisPxType]