FIX TAG 419
BasisPxType
Definition
Code to represent the basis price type.
Compare versions
Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 4.4 FIX 5.0 SP2
Definition text changed
FIX 4.4
Code to represent the basis price type
FIX 5.0 SP2
Code to represent the basis price type.
Value text or deprecation changed 2
| Value | FIX 4.4 | FIX 5.0 SP2 |
|---|---|---|
2 | Closing Price at morning session | Closing price at morning session |
3 | Closing Price | Closing price |
Values 13
| 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). The following fields are based on char.
Used in messages 1
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=kBidRequestMessage body