MDEntryType

Tag 269

MDEntryType

Abbreviation:
Typechar
Tag269
AddedFIX.4.2
Used in3 messages

Description

Type Market Data entry.

Wire Format & Usage Example

Single field (key=value)
269=0 (Bid)
In a FIX message (MarketDataRequest)
8=FIX.4.4 | 9=... | 35=V | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 |  | 269=0 (Bid) |  | 10=...

Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 269=0 (Bid) is this field's position in the message.

All valid values
WireNameDescription
269=0BidBid
269=1OfferOffer
269=2TradeTrade
269=3IndexValueIndex Value
269=4OpeningPriceOpening Price
269=5ClosingPriceClosing Price
269=6SettlementPriceSettlement Price
269=7TradingSessionHighPriceTrading Session High Price
269=8TradingSessionLowPriceTrading Session Low Price
269=9TradingSessionVWAPPriceTrading Session VWAP Price

Enumerated Values

10
ValueSymbolic NameDescriptionAdded
0BidBidFIX.4.2
1OfferOfferFIX.4.2
2TradeTradeFIX.4.2
3IndexValueIndex ValueFIX.4.2
4OpeningPriceOpening PriceFIX.4.2
5ClosingPriceClosing PriceFIX.4.2
6SettlementPriceSettlement PriceFIX.4.2
7TradingSessionHighPriceTrading Session High PriceFIX.4.2
8TradingSessionLowPriceTrading Session Low PriceFIX.4.2
9TradingSessionVWAPPriceTrading Session VWAP PriceFIX.4.2