Home / FIX.4.2 / Fields / Tag 419

BasisPxType

Tag 419

BasisPxType

Abbreviation:
Typechar
Tag419
AddedFIX.4.2
Used in1 messages

Description

Code to represent the basis price type.

Wire Format & Usage Example

Single field (key=value)
419=2 (ClosingPriceAtMorningSession)
In a FIX message (BidRequest)
8=FIX.4.4 | 9=... | 35=k | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 419=2 (ClosingPriceAtMorningSession) | … | 10=...

Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 419=2 (ClosingPriceAtMorningSession) is this field's position in the message.

All valid values
WireNameDescription
419=2ClosingPriceAtMorningSessionClosing Price at morning session
419=3ClosingPriceClosing Price
419=4CurrentPriceCurrent price
419=5SQSQ
419=6VWAPThroughADayVWAP through a day
419=7VWAPThroughAMorningSessionVWAP through a morning session
419=8VWAPThroughAnAfternoonSessionVWAP through an afternoon session
419=9VWAPThroughADayExceptVWAP through a day except YORI
419=AVWAPThroughAMorningSessionExceptVWAP through a morning session except YORI
419=BVWAPThroughAnAfternoonSessionExceptVWAP through an afternoon session except YORI
419=CStrikeStrike
419=DOpenOpen
419=ZOthersOthers

Enumerated Values

13
ValueSymbolic NameDescriptionAdded
2ClosingPriceAtMorningSessionClosing Price at morning sessionFIX.4.2
3ClosingPriceClosing PriceFIX.4.2
4CurrentPriceCurrent priceFIX.4.2
5SQSQFIX.4.2
6VWAPThroughADayVWAP through a dayFIX.4.2
7VWAPThroughAMorningSessionVWAP through a morning sessionFIX.4.2
8VWAPThroughAnAfternoonSessionVWAP through an afternoon sessionFIX.4.2
9VWAPThroughADayExceptVWAP through a day except YORIFIX.4.2
AVWAPThroughAMorningSessionExceptVWAP through a morning session except YORIFIX.4.2
BVWAPThroughAnAfternoonSessionExceptVWAP through an afternoon session except YORIFIX.4.2
CStrikeStrikeFIX.4.2
DOpenOpenFIX.4.2
ZOthersOthersFIX.4.2

Used in Messages

1
kBidRequest