Indexes

Message Layouts
PreTrade

Code Set

OpeningClosingPriceIndicatorCodeSet

ID119
TypeAlpha
NameValueSynopsisElaborationPedigree
UTA

UT

ATB

AT

MidOfBBOC

Mid of BBO

LastATD

Last AT

LastUTE

Last UT

ManualF

Manual

VWAPnMinsH

VWAP n mins (not required for London Stock Exchange)

PreviousCloseI

Previous Close

NormalHoursClosingPricei

Normal Hours Closing Price

Used in messages:

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