TagField NameData TypeUnion DatatypeDescriptionAddedDepr.Enums from tag
269MDEntryTypechar

Type Market Data entry.



7=

Trading Session High Price

 Added  FIX.4.2[TradingSessionHighPrice]
1=

Offer

 Added  FIX.4.2[Offer]
A=

Imbalance

 Added  FIX.4.3[Imbalance]
9=

Trading Session VWAP Price

 Added  FIX.4.2[TradingSessionVWAPPrice]
8=

Trading Session Low Price

 Added  FIX.4.2[TradingSessionLowPrice]
5=

Closing Price

 Added  FIX.4.2[ClosingPrice]
4=

Opening Price

 Added  FIX.4.2[OpeningPrice]
0=

Bid

 Added  FIX.4.2[Bid]
2=

Trade

 Added  FIX.4.2[Trade]
3=

Index Value

 Added  FIX.4.2[IndexValue]
6=

Settlement Price

 Added  FIX.4.2[SettlementPrice]
 Added  FIX.4.2
Used in messages:
[MarketDataIncrementalRefresh] [MarketDataRequest] [MarketDataSnapshotFullRefresh]
Used in components: