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] |