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) |