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) |