FIX 5.0 SP2 : 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

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

R = Daily value adjustment for long positions

S = Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)

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

Used In