Sign up Sign in

Created 2 years ago · No revisions

MDEntryType

Tag: 269

Type Market Data entry.

Values

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	Trading Session VWAP Price

Used By

V
Market Data Request (via MDReqGrp)
W
Market Data Snapshot Full Refresh (via MDFullGrp)
X
Market Data Incremental Refresh (via MDIncGrp)

NoMDEntries (268)MDEntryPx (270)