TagField NameXML NameData TypeUnion DatatypeDescriptionAddedDepr.Enums from tag
269MDEntryType @Typchar

Type Market Data entry



0=

Bid

 Added  FIX.4.2[Bid]
1=

Offer

 Added  FIX.4.2[Offer]
2=

Trade

 Added  FIX.4.2[Trade]
3=

Index Value

 Added  FIX.4.2[IndexValue]
4=

Opening Price

 Added  FIX.4.2[OpeningPrice]
5=

Closing Price

 Added  FIX.4.2[ClosingPrice]
6=

Settlement Price

 Added  FIX.4.2[SettlementPrice]
7=

Trading Session High Price

 Added  FIX.4.2[TradingSessionHighPrice]
8=

Trading Session Low Price

 Added  FIX.4.2[TradingSessionLowPrice]
9=

Trading Session VWAP Price

 Added  FIX.4.2[TradingSessionVWAPPrice]
A=

Imbalance

 Added  FIX.4.3[Imbalance]
B=

Trade Volume

 Added  FIX.4.4[TradeVolume]
C=

Open Interest

 Added  FIX.4.4[OpenInterest]
 Added  FIX.4.2
Used in messages:
Used in components:
[MDFullGrp] [MDIncGrp] [MDReqGrp]