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 |