FIX 4.4 : MDEntryType <269> field

Type: char

Used In

Description

Type Market Data entry.

Valid values:

0 = Bid

1 = Offer

2 = Trade

3 = Index Value

4 = Opening Price

5 = Closing Price

6 = Settlement Price

7 = Trading Session High Price

8 = Trading Session Low Price

9 = Trading Session VWAP Price

A = Imbalance

B = Trade Volume

C = Open Interest

Used In

Onix Solutions