Type: char
Type Market Data entry
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.5.0, 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 |