Tag 269
MDEntryType
Abbreviation:
Description
Type Market Data entry.
Wire Format & Usage Example
Single field (key=value)
269=7 (TradingSessionHighPrice)
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=7 (TradingSessionHighPrice) | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 269=7 (TradingSessionHighPrice) is this field's position in the message.
All valid values
| Wire | Name | Description |
|---|---|---|
269=7 | TradingSessionHighPrice | Trading Session High Price |
269=1 | Offer | Offer |
269=A | Imbalance | Imbalance |
269=9 | TradingSessionVWAPPrice | Trading Session VWAP Price |
269=8 | TradingSessionLowPrice | Trading Session Low Price |
269=5 | ClosingPrice | Closing Price |
269=4 | OpeningPrice | Opening Price |
269=0 | Bid | Bid |
269=2 | Trade | Trade |
269=3 | IndexValue | Index Value |
269=6 | SettlementPrice | Settlement Price |
Enumerated Values
11| Value | Symbolic Name | Description | Added |
|---|---|---|---|
| 7 | TradingSessionHighPrice | Trading Session High Price | FIX.4.2 |
| 1 | Offer | Offer | FIX.4.2 |
| A | Imbalance | Imbalance | FIX.4.3 |
| 9 | TradingSessionVWAPPrice | Trading Session VWAP Price | FIX.4.2 |
| 8 | TradingSessionLowPrice | Trading Session Low Price | FIX.4.2 |
| 5 | ClosingPrice | Closing Price | FIX.4.2 |
| 4 | OpeningPrice | Opening Price | FIX.4.2 |
| 0 | Bid | Bid | FIX.4.2 |
| 2 | Trade | Trade | FIX.4.2 |
| 3 | IndexValue | Index Value | FIX.4.2 |
| 6 | SettlementPrice | Settlement Price | FIX.4.2 |