| 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] |
| D | = |
Composite Underlying Price
|
Added
FIX.4.4
EP4 | | [CompositeUnderlyingPrice] |
| E | = |
Simulated Sell Price
|
Added
FIX.4.4
EP7 | | [SimulatedSellPrice] |
| F | = |
Simulated Buy Price
|
Added
FIX.4.4
EP7 | | [SimulatedBuyPrice] |
| G | = |
Margin Rate
|
Added
FIX.4.4
EP7 | | [MarginRate] |
| H | = |
Mid Price
|
Added
FIX.4.4
EP7 | | [MidPrice] |
| J | = |
Empty Book
|
Added
FIX.4.4
EP7 | | [EmptyBook] |
| K | = |
Settle High Price
|
Added
FIX.4.4
EP7 | | [SettleHighPrice] |
| L | = |
Settle Low Price
|
Added
FIX.4.4
EP7 | | [SettleLowPrice] |
| M | = |
Prior Settle Price
|
Added
FIX.4.4
EP7 | | [PriorSettlePrice] |
| N | = |
Session High Bid
|
Added
FIX.4.4
EP7 | | [SessionHighBid] |
| O | = |
Session Low Offer
|
Added
FIX.4.4
EP7 | | [SessionLowOffer] |
| P | = |
Early Prices
|
Added
FIX.4.4
EP8 | | [EarlyPrices] |
| Q | = |
Auction Clearing Price
|
Added
FIX.4.4
EP26 | | [AuctionClearingPrice] |
| S | = |
Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
|
Added
FIX.5.0
EP54 | | [SwapValueFactor] |
| R | = |
Daily value adjustment for long positions
|
Added
FIX.5.0
EP55 | | [DailyValueAdjustmentForLongPositions] |
| T | = |
Cumulative Value Adjustment for long positions
|
Added
FIX.5.0
EP55 | | [CumulativeValueAdjustmentForLongPositions] |
| U | = |
Daily Value Adjustment for Short Positions
|
Added
FIX.5.0
EP55 | | [DailyValueAdjustmentForShortPositions] |
| V | = |
Cumulative Value Adjustment for Short Positions
|
Added
FIX.5.0
EP55 | | [CumulativeValueAdjustmentForShortPositions] |
| W | = |
Fixing Price
|
Added
FIX.5.0SP1
EP84 | | [FixingPrice] |
| X | = |
Cash Rate
|
Added
FIX.5.0SP1
EP84 | | [CashRate] |
| Y | = |
Recovery Rate
|
Added
FIX.5.0SP1
EP83 | | [RecoveryRate] |
| Z | = |
Recovery Rate for Long
|
Added
FIX.5.0SP1
EP83 | | [RecoveryRateForLong] |
| a | = |
Recovery Rate for Short
|
Added
FIX.5.0SP1
EP83 | | [RecoveryRateForShort] |