Type: char
Type 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 EP240.
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 VWAP Price | 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 (SVP) 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 | FIX.5.0SP1 (83) |
| a | Recovery Rate for Short | FIX.5.0SP1 (83) |