Tag 269
MDEntryType
Abbreviation:
TypDescription
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
| Wire | Name | Description |
|---|---|---|
269=0 | Bid | Bid |
269=1 | Offer | Offer |
269=2 | Trade | Trade |
269=3 | IndexValue | Index Value |
269=4 | OpeningPrice | Opening Price |
269=5 | ClosingPrice | Closing Price |
269=6 | SettlementPrice | Settlement Price |
269=7 | TradingSessionHighPrice | Trading Session High Price |
269=8 | TradingSessionLowPrice | Trading Session Low Price |
269=9 | TradingSessionVWAPPrice | Trading Session VWAP Price |
269=A | Imbalance | Imbalance |
269=B | TradeVolume | Trade Volume |
269=C | OpenInterest | Open Interest |
269=D | CompositeUnderlyingPrice | Composite Underlying Price |
269=E | SimulatedSellPrice | Simulated Sell Price |
269=F | SimulatedBuyPrice | Simulated Buy Price |
269=G | MarginRate | Margin Rate |
269=H | MidPrice | Mid Price |
269=J | EmptyBook | Empty Book |
269=K | SettleHighPrice | Settle High Price |
269=L | SettleLowPrice | Settle Low Price |
269=M | PriorSettlePrice | Prior Settle Price |
269=N | SessionHighBid | Session High Bid |
269=O | SessionLowOffer | Session Low Offer |
269=P | EarlyPrices | Early Prices |
269=Q | AuctionClearingPrice | Auction Clearing Price |
269=S | SwapValueFactor | Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP) |
269=R | DailyValueAdjustmentForLongPositions | Daily value adjustment for long positions |
269=T | CumulativeValueAdjustmentForLongPositions | Cumulative Value Adjustment for long positions |
269=U | DailyValueAdjustmentForShortPositions | Daily Value Adjustment for Short Positions |
269=V | CumulativeValueAdjustmentForShortPositions | Cumulative Value Adjustment for Short Positions |
269=Y | RecoveryRate | Recovery Rate |
269=Z | RecoveryRateForLong | Recovery Rate for Long |
269=a | RecoveryRateForShort | Recovery Rate for Short |
269=W | FixingPrice | Fixing Price |
269=X | CashRate | Cash Rate |
Enumerated Values
36| Value | Symbolic Name | Description | Added |
|---|---|---|---|
| 0 | Bid | Bid | FIX.4.2 |
| 1 | Offer | Offer | FIX.4.2 |
| 2 | Trade | Trade | FIX.4.2 |
| 3 | IndexValue | Index Value | FIX.4.2 |
| 4 | OpeningPrice | Opening Price | FIX.4.2 |
| 5 | ClosingPrice | Closing Price | FIX.4.2 |
| 6 | SettlementPrice | Settlement Price | FIX.4.2 |
| 7 | TradingSessionHighPrice | Trading Session High Price | FIX.4.2 |
| 8 | TradingSessionLowPrice | Trading Session Low Price | FIX.4.2 |
| 9 | TradingSessionVWAPPrice | Trading Session VWAP Price | FIX.4.2 |
| A | Imbalance | Imbalance | FIX.4.3 |
| B | TradeVolume | Trade Volume | FIX.4.4 |
| C | OpenInterest | Open Interest | FIX.4.4 |
| D | CompositeUnderlyingPrice | Composite Underlying Price | FIX.4.4 |
| E | SimulatedSellPrice | Simulated Sell Price | FIX.4.4 |
| F | SimulatedBuyPrice | Simulated Buy Price | FIX.4.4 |
| G | MarginRate | Margin Rate | FIX.4.4 |
| H | MidPrice | Mid Price | FIX.4.4 |
| J | EmptyBook | Empty Book | FIX.4.4 |
| K | SettleHighPrice | Settle High Price | FIX.4.4 |
| L | SettleLowPrice | Settle Low Price | FIX.4.4 |
| M | PriorSettlePrice | Prior Settle Price | FIX.4.4 |
| N | SessionHighBid | Session High Bid | FIX.4.4 |
| O | SessionLowOffer | Session Low Offer | FIX.4.4 |
| P | EarlyPrices | Early Prices | FIX.4.4 |
| Q | AuctionClearingPrice | Auction Clearing Price | FIX.4.4 |
| S | SwapValueFactor | Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP) | FIX.5.0 |
| R | DailyValueAdjustmentForLongPositions | Daily value adjustment for long positions | FIX.5.0 |
| T | CumulativeValueAdjustmentForLongPositions | Cumulative Value Adjustment for long positions | FIX.5.0 |
| U | DailyValueAdjustmentForShortPositions | Daily Value Adjustment for Short Positions | FIX.5.0 |
| V | CumulativeValueAdjustmentForShortPositions | Cumulative Value Adjustment for Short Positions | FIX.5.0 |
| Y | RecoveryRate | Recovery Rate | FIX.5.0SP1 |
| Z | RecoveryRateForLong | Recovery Rate for Long | FIX.5.0SP1 |
| a | RecoveryRateForShort | Recovery Rate for Short | FIX.5.0SP1 |
| W | FixingPrice | Fixing Price | FIX.5.0SP1 |
| X | CashRate | Cash Rate | FIX.5.0SP1 |