Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

  • Documentation

  • Code Set

    MDEntryTypeCodeSet

    ID269
    Typechar
    PedigreeAdded FIX.4.2
    NameValueSynopsisElaborationPedigree
    Bid0BidAdded FIX.4.2
    Offer1OfferAdded FIX.4.2
    Trade2TradeAdded FIX.4.2
    IndexValue3Index ValueAdded FIX.4.2
    OpeningPrice4Opening PriceAdded FIX.4.2
    ClosingPrice5Closing PriceAdded FIX.4.2
    SettlementPrice6Settlement PriceAdded FIX.4.2
    TradingSessionHighPrice7Trading Session High PriceAdded FIX.4.2
    TradingSessionLowPrice8Trading Session Low PriceAdded FIX.4.2
    TradingSessionVWAPPrice9Trading Session VWAP PriceAdded FIX.4.2

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