Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.
Code | Meaning |
---|---|
0 | Related to displayed price |
1 | Related to market price |
2 | Related to primary price |
3 | Related to local primary price |
4 | Related to midpoint price |
5 | Related to last trade price |
6 | Related to VWAP |