Type Market Data entry.
Code | Meaning |
---|---|
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 | Volume Weighted Average Price |
A | Imbalance |
B | Trade volume |
C | Open interest |
D | Composite underlying price |
E | Simulated sell price |
F | Simulated buy price |
G | Margin rate |
H | Mid-price |
J | Empty book |
K | Settle high price |
L | Settle low price |
M | Prior settle price |
N | Session high bid |
O | Session low offer |
P | Early prices |
Q | Auction clearing price |
S | Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) |
R | Daily value adjustment for long positions |
T | Cumulative value adjustment for long positions |
U | Daily value adjustment for short positions |
V | Cumulative value adjustment for short positions |
W | Fixing price |
X | Cash rate |
Y | Recovery rate |
Z | Recovery rate for long positions |
a | Recovery rate for short positions |
b | Market bid |
c | Market offer |
d | Short sale minimum price |
e | Previous closing price |
g | Threshold limits and price banding |
h | Daily financing value |
i | Accrued financing value |
t | Time Weighted Average Price |