FixMessages::SG_FIX44::BasisPxType Namespace Reference

Variables
static const char	CLOSING = '3'
	Closing Price = 3.
static const char	CLOSING_AT_MORNING = '2'
	Closing Price at morning session = 2.
static const char	CURRENT = '4'
	Current price = 4.
static const char	OPEN = 'D'
	Open = D.
static const char	OTHERS = 'Z'
	Others = Z.
static const char	SQ = '5'
	SQ = 5.
static const char	STRIKE = 'C'
	Strike = C.
static const char	VWAP_AFTERNOON = '8'
	VWAP through an afternoon session = 8.
static const char	VWAP_AFTERNOON_EXCEPT_YORI = 'B'
	VWAP through an afternoon session except "YORI" (an opening auction) = B.
static const char	VWAP_DAY = '6'
	VWAP through a day = 6.
static const char	VWAP_DAY_EXCEPT_YORI = '9'
	VWAP through a day except "YORI" (an opening auction) = 9.
static const char	VWAP_MORNING = '7'
	VWAP through a morning session = 7.
static const char	VWAP_MORNING_EXCEPT_YORI = 'A'
	VWAP through a morning session except "YORI" (an opening auction) = A.

Variable Documentation

CLOSING

const char FixMessages::SG_FIX44::BasisPxType::CLOSING = '3'

static

Closing Price = 3.

CLOSING_AT_MORNING

const char FixMessages::SG_FIX44::BasisPxType::CLOSING_AT_MORNING = '2'

static

Closing Price at morning session = 2.

CURRENT

const char FixMessages::SG_FIX44::BasisPxType::CURRENT = '4'

static

Current price = 4.

OPEN

const char FixMessages::SG_FIX44::BasisPxType::OPEN = 'D'

static

Open = D.

OTHERS

const char FixMessages::SG_FIX44::BasisPxType::OTHERS = 'Z'

static

Others = Z.

SQ

const char FixMessages::SG_FIX44::BasisPxType::SQ = '5'

static

SQ = 5.

STRIKE

const char FixMessages::SG_FIX44::BasisPxType::STRIKE = 'C'

static

Strike = C.

VWAP_AFTERNOON

const char FixMessages::SG_FIX44::BasisPxType::VWAP_AFTERNOON = '8'

static

VWAP through an afternoon session = 8.

VWAP_AFTERNOON_EXCEPT_YORI

const char FixMessages::SG_FIX44::BasisPxType::VWAP_AFTERNOON_EXCEPT_YORI = 'B'

static

VWAP through an afternoon session except "YORI" (an opening auction) = B.

VWAP_DAY

const char FixMessages::SG_FIX44::BasisPxType::VWAP_DAY = '6'

static

VWAP through a day = 6.

VWAP_DAY_EXCEPT_YORI

const char FixMessages::SG_FIX44::BasisPxType::VWAP_DAY_EXCEPT_YORI = '9'

static

VWAP through a day except "YORI" (an opening auction) = 9.

VWAP_MORNING

const char FixMessages::SG_FIX44::BasisPxType::VWAP_MORNING = '7'

static

VWAP through a morning session = 7.

VWAP_MORNING_EXCEPT_YORI

const char FixMessages::SG_FIX44::BasisPxType::VWAP_MORNING_EXCEPT_YORI = 'A'

static

VWAP through a morning session except "YORI" (an opening auction) = A.