FIX TAG 419

BasisPxType

charAdded FIX.4.2

Definition

Code to represent the basis price type

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 4.2 FIX 4.4

Code to represent the basis price type.

Code to represent the basis price type

Value	FIX 4.2	FIX 4.4
`9`	VWAP through a day except YORI	VWAP through a day except "YORI" (an opening auction)
`A`	VWAP through a morning session except YORI	VWAP through a morning session except "YORI" (an opening auction)
`B`	VWAP through an afternoon session except YORI	VWAP through an afternoon session except "YORI" (an opening auction)

Value	Meaning
`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

About the char data type

Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M).

Used in messages 1

Includes nested components and repeating groups. Open a location to see its surrounding requirements.