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FIXtags

FIX TAG 269

MDEntryType

charAdded FIX.4.2

Definition

Type Market Data entry.

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Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 4.4 FIX 5.0 SP2

Definition text changed

FIX 4.4

Type Market Data entry

FIX 5.0 SP2

Type Market Data entry.

Values only in FIX 5.0 SP2 23

  • DComposite Underlying Price
  • ESimulated Sell Price
  • FSimulated Buy Price
  • GMargin Rate
  • HMid Price
  • JEmpty Book
  • KSettle High Price
  • LSettle Low Price
  • MPrior Settle Price
  • NSession High Bid
  • OSession Low Offer
  • PEarly Prices
  • QAuction Clearing Price
  • SSwap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
  • RDaily value adjustment for long positions
  • TCumulative Value Adjustment for long positions
  • UDaily Value Adjustment for Short Positions
  • VCumulative Value Adjustment for Short Positions
  • YRecovery Rate
  • ZRecovery Rate for Long
  • aRecovery Rate for Short
  • WFixing Price
  • XCash Rate

Values 36

ValueMeaning
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

Y

Recovery Rate

Z

Recovery Rate for Long

a

Recovery Rate for Short

W

Fixing Price

X

Cash Rate

About the char data type

Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). The following fields are based on char.

Used in messages 3

Includes nested components and repeating groups. Open a location to see its surrounding requirements.