TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2451SettlPriceDeterminationMethodSettlPxDtrmnMethintReserved100Plus

Calculation method used to determine settlement price.


SettlPriceDeterminationMethodCodeSet
0=

Unknown

Added EP282 [Unknown]
1=

Last trade price

Added EP282 [LastTradePrice]
2=

Last bid price

Added EP282 [LastBidPrice]
3=

Last offer price

Added EP282 [LastOfferPrice]
4=

Mid price

The price at the mid-point between last bid and last offer price.

Added EP282 [MidPrice]
5=

Average last trade price

The average price across a bi-laterally agreed number of trades, e.g. last five trades.

Added EP282 [AverageLastTradePrice]
6=

Average last trade period

Average price across bi-laterally agreed time period, e.g. last minute of trading.

Added EP282 [AverageLastTradePeriod]
7=

Underlying price

Based on price of underlying instrument.

Added EP282 [UnderlyingPrice]
8=

Calculated price

Other calculation method, e.g. theoretical price.

Added EP282 [CalculatedPrice]
9=

Manual price

Manually entered price.

Added EP282 [ManualPrice]
Added EP190

Used in messages:
[SecurityStatus]

Used in components:
[MDFullGrp][MDIncGrp]