Field MDEntryType (269) - FIX Protocol FIX.5.0

Type: char

Type Market Data entry.

Added in protocol FIX.4.2

See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Valid values

Value Description Added
0 Bid FIX.4.2
1 Offer FIX.4.2
2 Trade FIX.4.2
3 Index Value FIX.4.2
4 Opening Price FIX.4.2
5 Closing Price FIX.4.2
6 Settlement Price FIX.4.2
7 Trading Session High Price FIX.4.2
8 Trading Session Low Price FIX.4.2
9 Trading Session VWAP Price FIX.4.2
A Imbalance FIX.4.3
B Trade Volume FIX.4.4
C Open Interest FIX.4.4
D Composite Underlying Price FIX.4.4 (4)
E Simulated Sell Price FIX.4.4 (7)
F Simulated Buy Price FIX.4.4 (7)
G Margin Rate FIX.4.4 (7)
H Mid Price FIX.4.4 (7)
J Empty Book FIX.4.4 (7)
K Settle High Price FIX.4.4 (7)
L Settle Low Price FIX.4.4 (7)
M Prior Settle Price FIX.4.4 (7)
N Session High Bid FIX.4.4 (7)
O Session Low Offer FIX.4.4 (7)
P Early Prices FIX.4.4 (8)
Q Auction Clearing Price FIX.4.4 (26)

Used in components