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FIX TAG 419

BasisPxType

charAdded FIX.4.2

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 5.0 SP2 FIX Latest · EP309

No differences in name, type, definition text, deprecation, or enumerated values.

Values 13

ValueMeaning
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.