Code to represent the basis price type.
Code | 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 |