Description
Type: char
Code to represent the basis price type.
Valid values:
- 2 = Closing price at morningn 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