| ID |
Name |
Value |
Description |
Supported |
Added |
EP |
Updated |
EP |
Deprecated |
EP |
| 419001 | ClosingPriceAtMorningSession | 2 | SYNOPSIS:
Closing Price at morning session
| ✓ | FIX.4.2 | | | | | |
| 419002 | ClosingPrice | 3 | SYNOPSIS:
Closing Price
| ✓ | FIX.4.2 | | | | | |
| 419003 | CurrentPrice | 4 | SYNOPSIS:
Current price
| ✓ | FIX.4.2 | | | | | |
| 419004 | SQ | 5 | SYNOPSIS:
SQ
| ✓ | FIX.4.2 | | | | | |
| 419005 | VWAPThroughADay | 6 | SYNOPSIS:
VWAP through a day
| ✓ | FIX.4.2 | | | | | |
| 419006 | VWAPThroughAMorningSession | 7 | SYNOPSIS:
VWAP through a morning session
| ✓ | FIX.4.2 | | | | | |
| 419007 | VWAPThroughAnAfternoonSession | 8 | SYNOPSIS:
VWAP through an afternoon session
| ✓ | FIX.4.2 | | | | | |
| 419008 | VWAPThroughADayExcept | 9 | SYNOPSIS:
VWAP through a day except "YORI" (an opening auction)
| ✓ | FIX.4.2 | | | | | |
| 419009 | VWAPThroughAMorningSessionExcept | A | SYNOPSIS:
VWAP through a morning session except "YORI" (an opening auction)
| ✓ | FIX.4.2 | | | | | |
| 419010 | VWAPThroughAnAfternoonSessionExcept | B | SYNOPSIS:
VWAP through an afternoon session except "YORI" (an opening auction)
| ✓ | FIX.4.2 | | | | | |
| 419011 | Strike | C | SYNOPSIS:
Strike
| ✓ | FIX.4.2 | | | | | |
| 419012 | Open | D | SYNOPSIS:
Open
| ✓ | FIX.4.2 | | | | | |
| 419013 | Others | Z | SYNOPSIS:
Others
| ✓ | FIX.4.2 | | | | | |