BasisPxType

Tag 419

BasisPxType

Abbreviation: BasisPxTyp
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" (an opening auction)
419=AVWAPThroughAMorningSessionExceptVWAP through a morning session except "YORI" (an opening auction)
419=BVWAPThroughAnAfternoonSessionExceptVWAP through an afternoon session except "YORI" (an opening auction)
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 "YORI" (an opening auction)FIX.4.2
AVWAPThroughAMorningSessionExceptVWAP through a morning session except "YORI" (an opening auction)FIX.4.2
BVWAPThroughAnAfternoonSessionExceptVWAP through an afternoon session except "YORI" (an opening auction)FIX.4.2
CStrikeStrikeFIX.4.2
DOpenOpenFIX.4.2
ZOthersOthersFIX.4.2

Used in Messages

1