Indexes

Message Layouts
PreTrade

Code Set

StatisticTypeCodeSet

ID180
TypeUInt16
NameValueSynopsisElaborationPedigree
IndicativeAuctionUncrossingData1

Indicative Auction Uncrossing Data

OfficialOpeningPrice2

Official Opening Price

OfficialClosingPrice3

Official Closing Price

TradeHighOnBook4

Trade High On-Book

TradeLowOnBook5

Trade Low On-Book

TradeHighAllTrades6

Trade High All Trades

TradeLowAllTrades7

Trade Low All Trades

52WeekTradeHighAllTrades8

52-week Trade High All Trades

52WeekTradeLowAllTrades9

52-week Trade Low All Trades

BestClosingBid10

Best Closing Bid

BestClosingAsk11

Best Closing Ask

TradeHighOffBook12

Trade High Off-Book

TradeLowOffBook13

Trade Low Off-Book

OpenInterest14

Open Interest

Volatility15

Volatility

StaticReferencePrice16

Static Reference Price

DynamicReferencePrice17

Dynamic Reference Price

PBBOMidpointPriceWFMCshavePassed18

PBBO Midpoint Price – WFMCs have Passed

Bookmark19

Bookmark

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