Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
419 | BasisPxType AbbrName: BasisPxTyp |
char | Code to represent the basis price type. Valid Values: 2 - Closing price at morningn 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 |
BidRequest |