Tag 419
BasisPxType
Abbreviation:
Description
Code to represent the basis price type.
Wire Format & Usage Example
Single field (key=value)
419=8 (VWAPThroughAnAfternoonSession)
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=8 (VWAPThroughAnAfternoonSession) | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 419=8 (VWAPThroughAnAfternoonSession) is this field's position in the message.
All valid values
| Wire | Name | Description |
|---|---|---|
419=8 | VWAPThroughAnAfternoonSession | VWAP through an afternoon session |
419=D | Open | Open |
419=Z | Others | Others |
419=C | Strike | Strike |
419=B | VWAPThroughAnAfternoonSessionExcept | VWAP through an afternoon session except YORI (an opening auction) |
419=9 | VWAPThroughADayExcept | VWAP through a day except YORI (an opening auction) |
419=7 | VWAPThroughAMorningSession | VWAP through a morning session |
419=6 | VWAPThroughADay | VWAP through a day |
419=5 | SQ | SQ |
419=4 | CurrentPrice | Current price |
419=3 | ClosingPrice | Closing Price |
419=2 | ClosingPriceAtMorningSession | Closing Price at morning session |
419=A | VWAPThroughAMorningSessionExcept | VWAP through a morning session except YORI (an opening auction) |
Enumerated Values
13| Value | Symbolic Name | Description | Added |
|---|---|---|---|
| 8 | VWAPThroughAnAfternoonSession | VWAP through an afternoon session | FIX.4.2 |
| D | Open | Open | FIX.4.2 |
| Z | Others | Others | FIX.4.2 |
| C | Strike | Strike | FIX.4.2 |
| B | VWAPThroughAnAfternoonSessionExcept | VWAP through an afternoon session except YORI (an opening auction) | FIX.4.2 |
| 9 | VWAPThroughADayExcept | VWAP through a day except YORI (an opening auction) | FIX.4.2 |
| 7 | VWAPThroughAMorningSession | VWAP through a morning session | FIX.4.2 |
| 6 | VWAPThroughADay | VWAP through a day | FIX.4.2 |
| 5 | SQ | SQ | FIX.4.2 |
| 4 | CurrentPrice | Current price | FIX.4.2 |
| 3 | ClosingPrice | Closing Price | FIX.4.2 |
| 2 | ClosingPriceAtMorningSession | Closing Price at morning session | FIX.4.2 |
| A | VWAPThroughAMorningSessionExcept | VWAP through a morning session except YORI (an opening auction) | FIX.4.2 |