Description

Type: char

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
  • D = Composite Underlying Price
  • E = Simulated Sell Price
  • F = Simulated Buy Price
  • G = Margin Rate
  • H = Mid Price
  • J = Empty Book
  • K = Settle High Price
  • L = Settle Low Price
  • M = Prior Settle Price
  • N = Session High Bid
  • O = Session Low Offer
  • P = Early Prices
  • Q = Auction Clearing Price
  • S = Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP) Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
  • R = Daily value adjustment for long positions
  • T = Cumulative Value Adjustment for long positions
  • U = Daily Value Adjustment for Short Positions
  • V = Cumulative Value Adjustment for Short Positions
  • W = Fixing Price
  • X = Cash Rate
  • Y = Recovery Rate
  • Z = Recovery Rate for Long
  • a = Recovery Rate for Short
  • b = Market bid
  • c = Market offer
  • d = Short sale minimum price
  • e = Previous closing price

Used In