Indexes

Message Layouts
PreTrade

Code Set

OpeningClosingPriceIndicatorCodeSet

ID119
TypeAlpha
NameValueSynopsisElaboration
Pedigree
UTAUT
ATBAT
MidOfBBOCMid of BBO
LastATDLast AT
LastUTELast UT
ManualFManual
VWAPnMinsHVWAP n mins (not required for London Stock Exchange)
PreviousCloseIPrevious Close
NormalHoursClosingPriceiNormal Hours Closing Price
Used in messages:

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