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Description
Code to represent the basis price type.
Valid values:
2: Closing Price <44> at morning session
3: Closing Price <44>
4: Current price
5: SQ
6: VWAP through a day
7: VWAP through a morning session
8: VWAP through an afternoon session
9: VWAP through a day except YORI
A: VWAP through a morning session except YORI
B: VWAP through an afternoon session except YORI
C: Strike
D: Open
Z: Others
Used In
