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 |
A | VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI |
B | VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI |
C | STRIKE |
D | OPEN |
Z | OTHERS |