Field BasisPxType (419) - FIX Protocol FIX.5.0

Type: char

Code to represent the basis price type.

Added in protocol FIX.4.2

See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Valid values

Value Description Added
2 Closing price at morning session FIX.4.2
3 Closing price FIX.4.2
4 Current price FIX.4.2
5 SQ FIX.4.2
6 VWAP through a day FIX.4.2
7 VWAP through a morning session FIX.4.2
8 VWAP through an afternoon session FIX.4.2
9 VWAP through a day except "YORI" (an opening auction) FIX.4.2
A VWAP through a morning session except "YORI" (an opening auction) FIX.4.2
B VWAP through an afternoon session except "YORI" (an opening auction) FIX.4.2
C Strike FIX.4.2
D Open FIX.4.2
Z Others FIX.4.2

Used in messages