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 |