BasisPxType <419> field – FIX 4.4 – FIX Dictionary

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FIX 4.4 : BasisPxType <419> field
Type: char

Code to represent the basis price type.

Valid values:

2 = Closing Price at morning session

3 = Closing Price

4 = Current price

5 = SQ

6 = VWAP through a day

7 = VWAP through a morning session

8 = VWAP through an afternoon session

9 = VWAP through a day except "YORI" (an opening auction)

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

B = VWAP through an afternoon session except "YORI" (an opening auction)

C = Strike

D = Open

Z = Others

FIX 4.4 : BasisPxType <419> field