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FIXtags

FIX TAG 269

MDEntryType

charAdded FIX.4.2

Definition

Type Market Data entry

Compare versions

Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 4.2 FIX 4.4

Definition text changed

FIX 4.2

Type Market Data entry.

FIX 4.4

Type Market Data entry

Values only in FIX 4.4 3

  • AImbalance
  • BTrade Volume
  • COpen Interest

Values 13

ValueMeaning
0

Bid

1

Offer

2

Trade

3

Index Value

4

Opening Price

5

Closing Price

6

Settlement Price

7

Trading Session High Price

8

Trading Session Low Price

9

Trading Session VWAP Price

A

Imbalance

B

Trade Volume

C

Open Interest

About the char data type

Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M).

Used in messages 3

Includes nested components and repeating groups. Open a location to see its surrounding requirements.