Description

Type: char

Code to identify the price a DiscretionOffsetValue <389> is related to and should be mathematically added to.

Valid values:

  • 0 = Related to displayed price
  • 1 = Related to market price
  • 2 = Related to primary price
  • 3 = Related to local primary price
  • 4 = Related to midpoint price
  • 5 = Related to last trade price
  • 6 = Related to VWAP
  • 7 = Average Price Guarantee

Used In