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Created 2 years ago · No revisions

StrikeIndexQuote

Tag: 2601

The quote side from which the index price is to be determined.

Values

Code	Meaning
0	Bid
1	Mid
2	Offer

Used By

6
Indication of Interest (via Instrument)
7
Advertisement (via Instrument)
8
Execution Report (via Instrument)
a
Quote Status Request (via Instrument)
AA
Derivative Security List (via RelSymDerivSecGrp > Instrument)

StrikeIndexCurvePoint (2600)ExtraordinaryEventAdjustmentMethod (2602)