Indexes

Message Layouts
PreTrade

Code Set

StatisticTypeCodeSet

ID180
TypeUInt16
NameValueSynopsisElaboration
Pedigree
IndicativeAuctionUncrossingData1Indicative Auction Uncrossing Data
OfficialOpeningPrice2Official Opening Price
OfficialClosingPrice3Official Closing Price
TradeHighOnBook4Trade High On-Book
TradeLowOnBook5Trade Low On-Book
TradeHighAllTrades6Trade High All Trades
TradeLowAllTrades7Trade Low All Trades
52WeekTradeHighAllTrades852-week Trade High All Trades
52WeekTradeLowAllTrades952-week Trade Low All Trades
BestClosingBid10Best Closing Bid
BestClosingAsk11Best Closing Ask
TradeHighOffBook12Trade High Off-Book
TradeLowOffBook13Trade Low Off-Book
OpenInterest14Open Interest
Volatility15Volatility
StaticReferencePrice16Static Reference Price
DynamicReferencePrice17Dynamic Reference Price
PBBOMidpointPriceWFMCshavePassed18PBBO Midpoint Price – WFMCs have Passed
Bookmark19Bookmark
Used in messages:

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