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419 BasisPxType

Type: Char

Code to represent the basis price type.

Values

CodeMeaning
2Closing Price at morning session
3Closing Price
4Current price
5SQ
6VWAP through a day
7VWAP through a morning session
8VWAP through an afternoon session
9VWAP through a day except "YORI" (an opening auction)
AVWAP through a morning session except "YORI" (an opening auction)
BVWAP through an afternoon session except "YORI" (an opening auction)
CStrike
DOpen
ZOthers