| ID |
Name |
Value |
Description |
Supported |
Added |
EP |
Updated |
EP |
Deprecated |
EP |
| 269001 | Bid | 0 | SYNOPSIS:
Bid
| ✓ | FIX.4.2 | | | | | |
| 269002 | Offer | 1 | SYNOPSIS:
Offer
| ✓ | FIX.4.2 | | | | | |
| 269003 | Trade | 2 | SYNOPSIS:
Trade
| ✓ | FIX.4.2 | | | | | |
| 269004 | IndexValue | 3 | SYNOPSIS:
Index Value
| ✓ | FIX.4.2 | | | | | |
| 269005 | OpeningPrice | 4 | SYNOPSIS:
Opening Price
| ✓ | FIX.4.2 | | | | | |
| 269006 | ClosingPrice | 5 | SYNOPSIS:
Closing Price
| ✓ | FIX.4.2 | | | | | |
| 269007 | SettlementPrice | 6 | SYNOPSIS:
Settlement Price
| ✓ | FIX.4.2 | | | | | |
| 269008 | TradingSessionHighPrice | 7 | SYNOPSIS:
Trading Session High Price
| ✓ | FIX.4.2 | | | | | |
| 269009 | TradingSessionLowPrice | 8 | SYNOPSIS:
Trading Session Low Price
| ✓ | FIX.4.2 | | | | | |
| 269010 | TradingSessionVWAPPrice | 9 | SYNOPSIS:
Trading Session VWAP Price
| ✓ | FIX.4.2 | | | | | |
| 269011 | Imbalance | A | SYNOPSIS:
Imbalance
| ✓ | FIX.4.3 | | | | | |
| 269012 | TradeVolume | B | SYNOPSIS:
Trade Volume
| ✓ | FIX.4.4 | | | | | |
| 269013 | OpenInterest | C | SYNOPSIS:
Open Interest
| ✓ | FIX.4.4 | | | | | |