Code Set
| ID | 269 |
| Type | char |
Type of market data entry.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| Bid | 0 | Bid | Added FIX.4.2 | |
| Offer | 1 | Offer | Added FIX.4.2 | |
| Trade | 2 | Trade | Added FIX.4.2 | |
| IndexValue | 3 | Index value | A reference stock index (e.g. DJIA) or benchmark rate (e.g. LIBOR). | Added FIX.4.2, Updated EP174 |
| OpeningPrice | 4 | Opening price | Added FIX.4.2, Updated EP174 | |
| ClosingPrice | 5 | Closing price | Added FIX.4.2, Updated EP174 | |
| SettlementPrice | 6 | Settlement price | Added FIX.4.2, Updated EP174 | |
| TradingSessionHighPrice | 7 | Trading session high price | Added FIX.4.2, Updated EP174 | |
| TradingSessionLowPrice | 8 | Trading session low price | Added FIX.4.2, Updated EP174 | |
| TradingSessionVWAPPrice | 9 | Trading session Volume Weighted Average Price (VWAP) | Added FIX.4.2, Updated EP174 | |
| Imbalance | A | Imbalance | Added FIX.4.3, Updated EP174 | |
| TradeVolume | B | Trade volume | Added FIX.4.4, Updated EP174 | |
| OpenInterest | C | Open interest | Added FIX.4.4, Updated EP174 | |
| CompositeUnderlyingPrice | D | Composite underlying price | Added EP4, Updated EP174 | |
| SimulatedSellPrice | E | Simulated sell price | Added EP7, Updated EP174 | |
| SimulatedBuyPrice | F | Simulated buy price | Added EP7, Updated EP174 | |
| MarginRate | G | Margin rate | Added EP7, Updated EP174 | |
| MidPrice | H | Mid-price | Added EP7, Updated EP174 | |
| EmptyBook | J | Empty book | Added EP7, Updated EP174 | |
| SettleHighPrice | K | Settle high price | Added EP7, Updated EP174 | |
| SettleLowPrice | L | Settle low price | Added EP7, Updated EP174 | |
| PriorSettlePrice | M | Prior settle price | Added EP7, Updated EP174 | |
| SessionHighBid | N | Session high bid | Added EP7, Updated EP174 | |
| SessionLowOffer | O | Session low offer | Added EP7, Updated EP174 | |
| EarlyPrices | P | Early prices | Added EP8, Updated EP174 | |
| AuctionClearingPrice | Q | Auction clearing price | Added EP26, Updated EP174 | |
| SwapValueFactor | S | Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) | Added EP54, Updated EP174 | |
| DailyValueAdjustmentForLongPositions | R | Daily value adjustment for long positions | Added EP55, Updated EP174 | |
| CumulativeValueAdjustmentForLongPositions | T | Cumulative value adjustment for long positions | Added EP55, Updated EP174 | |
| DailyValueAdjustmentForShortPositions | U | Daily value adjustment for short positions | Added EP55, Updated EP174 | |
| CumulativeValueAdjustmentForShortPositions | V | Cumulative value adjustment for short positions | Added EP55, Updated EP174 | |
| FixingPrice | W | Fixing price | Added EP84, Updated EP174 | |
| CashRate | X | Cash rate | Added EP84, Updated EP174 | |
| RecoveryRate | Y | Recovery rate | Added EP83, Updated EP174 | |
| RecoveryRateForLong | Z | Recovery rate for long positions | Added EP83, Updated EP174 | |
| RecoveryRateForShort | a | Recovery rate for short positions | Added EP83, Updated EP174 | |
| MarketBid | b | Market bid | Added EP106, Updated EP174 | |
| MarketOffer | c | Market offer | Added EP106, Updated EP174 | |
| ShortSaleMinPrice | d | Short sale minimum price | Added EP123, Updated EP174 | |
| PreviousClosingPrice | e | Previous closing price | Added EP190 |
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