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269 MDEntryType

Type: Char

Type Market Data entry.

Values

CodeMeaning
0Bid
1Offer
2Trade
3Index value
4Opening price
5Closing price
6Settlement price
7Trading session high price
8Trading session low price
9Volume Weighted Average Price
AImbalance
BTrade volume
COpen interest
DComposite underlying price
ESimulated sell price
FSimulated buy price
GMargin rate
HMid-price
JEmpty book
KSettle high price
LSettle low price
MPrior settle price
NSession high bid
OSession low offer
PEarly prices
QAuction clearing price
SSwap Value Factor (SVF) for swaps cleared through a central counterparty (CCP)
RDaily value adjustment for long positions
TCumulative value adjustment for long positions
UDaily value adjustment for short positions
VCumulative value adjustment for short positions
WFixing price
XCash rate
YRecovery rate
ZRecovery rate for long positions
aRecovery rate for short positions
bMarket bid
cMarket offer
dShort sale minimum price
ePrevious closing price
gThreshold limits and price banding
hDaily financing value
iAccrued financing value
tTime Weighted Average Price