Type of market data entry.
| A | = | Cash (only) Market | Added FIX.4.2
| | [Cash] |
| B | = | Average Price Trade | Added FIX.4.2
| | [AveragePriceTrade] |
| C | = | Cash Trade (same day clearing) | Added FIX.4.2
| | [CashTrade] |
| D | = | Next Day (only)Market | Added FIX.4.2
| | [NextDay] |
| E | = | Opening/Reopening Trade Detail | Added FIX.4.2
| | [Opening] |
| F | = | Intraday Trade Detail | Added FIX.4.2
| | [IntradayTradeDetail] |
| G | = | Rule 127 Trade (NYSE) | Added FIX.4.2
| | [Rule127Trade] |
| H | = | Rule 155 Trade (AMEX) | Added FIX.4.2
| | [Rule155Trade] |
| I | = | Sold Last (late reporting) | Added FIX.4.2
| | [SoldLast] |
| J | = | Next Day Trade (next day clearing) | Added FIX.4.2
| | [NextDayTrade] |
| K | = | Opened (late report of opened trade) | Added FIX.4.2
| | [Opened] |
| L | = | Seller | Added FIX.4.2
| | [Seller] |
| M | = | Sold (out of sequence) | Added FIX.4.2
| | [Sold] |
| N | = | Stopped Stock (guarantee of price but does not execute the order) | Added FIX.4.2
| | [StoppedStock] |
| P | = | Imbalance More Buyers (cannot be used in combination with Q) | Added FIX.4.3
| | [ImbalanceMoreBuyers] |
| Q | = | Imbalance More Sellers (cannot be used in combination with P) | Added FIX.4.3
| | [ImbalanceMoreSellers] |
| R | = | Opening Price | Added FIX.4.3
| | [OpeningPrice] |
| S | = | Bargain Condition (LSE) | Added EP7
| | [BargainCondition] |
| T | = | Converted Price Indicator | Added EP7
| | [ConvertedPriceIndicator] |
| U | = | Exchange Last | Added EP7
| | [ExchangeLast] |
| V | = | Final Price of Session | Added EP7
| | [FinalPriceOfSession] |
| W | = | Ex-pit | Added EP7
| | [ExPit] |
| X | = | Crossed | Added EP7
| | [Crossed] |
| Y | = | Trades resulting from manual/slow quote | Added EP6
| | [TradesResultingFromManual] |
| Z | = | Trades resulting from intermarket sweep | Added EP6
| | [TradesResultingFromIntermarketSweep] |
| a | = | Volume Only | Added EP7
| | [VolumeOnly] |
| b | = | Direct Plus | Added EP7
| | [DirectPlus] |
| c | = | Acquisition | Added EP7
| | [Acquisition] |
| d | = | Bunched | Added EP7
| | [Bunched] |
| e | = | Distribution | Added EP7
| | [Distribution] |
| f | = | Bunched Sale | Added EP7
| | [BunchedSale] |
| g | = | Split Trade | Added EP7
| | [SplitTrade] |
| h | = | Cancel Stopped | Added EP7
| | [CancelStopped] |
| i | = | Cancel ETH | Added EP7
| | [CancelETH] |
| j | = | Cancel Stopped ETH | Added EP7
| | [CancelStoppedETH] |
| k | = | Out of Sequence ETH | Added EP7
| | [OutOfSequenceETH] |
| l | = | Cancel Last ETH | Added EP7
| | [CancelLastETH] |
| m | = | Sold Last Sale ETH | Added EP7
| | [SoldLastSaleETH] |
| n | = | Cancel Last | Added EP7
| | [CancelLast] |
| o | = | Sold Last Sale | Added EP7
| | [SoldLastSale] |
| p | = | Cancel Open | Added EP7
| | [CancelOpen] |
| q | = | Cancel Open ETH | Added EP7
| | [CancelOpenETH] |
| r | = | Opened Sale ETH | Added EP7
| | [OpenedSaleETH] |
| s | = | Cancel Only | Added EP7
| | [CancelOnly] |
| t | = | Cancel Only ETH | Added EP7
| | [CancelOnlyETH] |
| u | = | Late Open ETH | Added EP7
| | [LateOpenETH] |
| v | = | Auto Execution ETH | Added EP7
| | [AutoExecutionETH] |
| w | = | Reopen | Added EP7
| | [Reopen] |
| x | = | Reopen ETH | Added EP7
| | [ReopenETH] |
| y | = | Adjusted | Added EP7
| | [Adjusted] |
| z | = | Adjusted ETH | Added EP7
| | [AdjustedETH] |
| AA | = | Spread | Added EP7
| | [Spread] |
| AB | = | Spread ETH | Added EP7
| | [SpreadETH] |
| AC | = | Straddle | Added EP7
| | [Straddle] |
| AD | = | Straddle ETH | Added EP7
| | [StraddleETH] |
| AE | = | Stopped | Added EP7
| | [Stopped] |
| AF | = | Stopped ETH | Added EP7
| | [StoppedETH] |
| AG | = | Regular ETH | Added EP7
| | [RegularETH] |
| AH | = | Combo | Added EP7
| | [Combo] |
| AI | = | Combo ETH | Added EP7
| | [ComboETH] |
| AJ | = | Official Closing Price | Added EP7
| | [OfficialClosingPrice] |
| AK | = | Prior Reference Price | Added EP7
| | [PriorReferencePrice] |
| AL | = | Stopped Sold Last | Added EP7
| | [StoppedSoldLast] |
| AM | = | Stopped Out of Sequence | Added EP7
| | [StoppedOutOfSequence] |
| AN | = | Official Closing Price (duplicate enumeration - use 'AJ' instead) | Added EP7
Updated EP271
| | [OfficialClosingPriceDup] |
| AO | = | Crossed (duplicate enumeration - use 'X' instead) | Added EP7
| | [CrossedOld] |
| AP | = | Fast Market | Added EP7
| | [FastMarket] |
| AQ | = | Automatic Execution | Added EP7
| | [AutomaticExecution] |
| AR | = | Form T | Added EP7
| | [FormT] |
| AS | = | Basket Index | Added EP7
| | [BasketIndex] |
| AT | = | Burst Basket | Added EP7
| | [BurstBasket] |
| AU | = | Trade through exempt Trade ignored prices on away markets. | Added EP190
| | [TradeThroughExempt] |
| AV | = | Quote spread | Added EP47
Updated EP190
| | [QuoteSpread] |
| AW | = | Last auction price Trade represents outcome of last auction | Added EP190
| | [LastAuctionPrice] |
| AX | = | High price Trade establishes new high price for the session | Added EP190
| | [HighPrice] |
| AY | = | Low price Trade establishes new low price for the session | Added EP190
| | [LowPrice] |
| AZ | = | Systematic Internaliser (SI) Trade conducted by Systematic Internaliser (SI). | Added EP190
Updated EP228
| | [SystematicInternaliser] |
| BA | = | Away market Trade conducted on away market | Added EP190
| | [AwayMarket] |
| BB | = | Mid-point price Trade represents current midpoint price | Added EP190
| | [MidpointPrice] |
| BC | = | Traded before issue date Trade conducted during subscription phase of new issue | Added EP190
| | [TradedBeforeIssueDate] |
| BD | = | Previous closing price Trade represents closing price of previous business day | Added EP190
| | [PreviousClosingPrice] |
| BE | = | National Best Bid and Offer Trade price within National Best Bid and Offer (NBBO) | Added EP190
| | [NationalBestBidOffer] |
| 0 | = | Cancel | Added EP7
Updated EP282
| | [Cancel] |
| 1 | = | Implied Trade | Added EP7
| | [ImpliedTrade] |
| 2 | = | Marketplace entered trade | Added EP7
| | [MarketplaceEnteredTrade] |
| 3 | = | Multi-asset class multileg trade | Added EP7
Updated EP204
| | [MultiAssetClassMultilegTrade] |
| 4 | = | Multileg-to-Multileg Trade | Added EP7
| | [MultilegToMultilegTrade] |
| 5 | = | Short Sale Minimum Price | Added EP123
| | [ShortSaleMinPrice] |
| 6 | = | Benchmark Market Model Typology (MMT) terminology: The benchmark price depends on a benchmark which has no current price but derived from a time series such as a VWAP. | Added EP163
Deprecated EP268 | | [Benchmark] |