Tag Field Name Data Type Description Used in
269 MDEntryType

AbbrName: Typ
char Type Market Data entry.

Valid Values:

0 - Bid
1 - Offer
2 - Trade
3 - Index Value
4 - Opening Price
5 - Closing Price
6 - Settlement Price
7 - Trading Session High Price
8 - Trading Session Low Price
9 - Trading Session VWAP Price
A - Imbalance
B - Trade Volume
C - Open Interest
D - Composite Underlying Price
E - Simulated Sell Price
F - Simulated Buy Price
G - Margin Rate
H - Mid Price
J - Empty Book
K - Settle High Price
L - Settle Low Price
M - Prior Settle Price
N - Session High Bid
O - Session Low Offer
P - Early Prices
Q - Auction Clearing Price
S - Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
R - Daily value adjustment for long positions
T - Cumulative Value Adjustment for long positions
U - Daily Value Adjustment for Short Positions
V - Cumulative Value Adjustment for Short Positions
MDFullGrp
MDIncGrp
MDReqGrp