Field MDEntryType (269) - FIX Protocol FIX.5.0SP2 EP240
Type: char
Type of market data entry.
Added in protocol FIX.4.2
See in: FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Bid | FIX.4.2 |
| 1 | Offer | FIX.4.2 |
| 2 | Trade | FIX.4.2 |
| 3 | Index value | FIX.4.2 |
| 4 | Opening price | FIX.4.2 |
| 5 | Closing price | FIX.4.2 |
| 6 | Settlement price | FIX.4.2 |
| 7 | Trading session high price | FIX.4.2 |
| 8 | Trading session low price | FIX.4.2 |
| 9 | Trading session Volume Weighted Average Price (VWAP) | FIX.4.2 |
| A | Imbalance | FIX.4.3 |
| B | Trade volume | FIX.4.4 |
| C | Open interest | FIX.4.4 |
| D | Composite underlying price | FIX.4.4 (4) |
| E | Simulated sell price | FIX.4.4 (7) |
| F | Simulated buy price | FIX.4.4 (7) |
| G | Margin rate | FIX.4.4 (7) |
| H | Mid-price | FIX.4.4 (7) |
| J | Empty book | FIX.4.4 (7) |
| K | Settle high price | FIX.4.4 (7) |
| L | Settle low price | FIX.4.4 (7) |
| M | Prior settle price | FIX.4.4 (7) |
| N | Session high bid | FIX.4.4 (7) |
| O | Session low offer | FIX.4.4 (7) |
| P | Early prices | FIX.4.4 (8) |
| Q | Auction clearing price | FIX.4.4 (26) |
| R | Daily value adjustment for long positions | FIX.5.0 (55) |
| S | Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) | FIX.5.0 (54) |
| T | Cumulative value adjustment for long positions | FIX.5.0 (55) |
| U | Daily value adjustment for short positions | FIX.5.0 (55) |
| V | Cumulative value adjustment for short positions | FIX.5.0 (55) |
| W | Fixing price | FIX.5.0SP1 (84) |
| X | Cash rate | FIX.5.0SP1 (84) |
| Y | Recovery rate | FIX.5.0SP1 (83) |
| Z | Recovery rate for long positions | FIX.5.0SP1 (83) |
| a | Recovery rate for short positions | FIX.5.0SP1 (83) |
| b | Market bid | FIX.5.0SP2 (106) |
| c | Market offer | FIX.5.0SP2 (106) |
| d | Short sale minimum price | FIX.5.0SP2 (123) |
| e | Previous closing price | FIX.5.0SP2 (190) |