| 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] |