Code Set MDReportEventCodeSet Scenario base

SYNOPSIS: Technical event within market data feed.

ID Datatype
2535int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
2535001StartInstrumentRefData1SYNOPSIS: Start of instrument reference data
ELABORATION:
FIX.5.0SP2195
2535002EndInstrumentRefData2SYNOPSIS: End of instrument reference data
ELABORATION:
FIX.5.0SP2195
2535003StartOffMarketTrades3SYNOPSIS: Start of off-market trades
ELABORATION:
FIX.5.0SP2195
2535004EndOffMarketTrades4SYNOPSIS: End of off-market trades
ELABORATION:
FIX.5.0SP2195
2535005StartOrderBookTrades5SYNOPSIS: Start of order book trades
ELABORATION:
FIX.5.0SP2195
2535006EndOrderBookTrades6SYNOPSIS: End of order book trades
ELABORATION:
FIX.5.0SP2195
2535007StartOpenInterest7SYNOPSIS: Start of open interest
ELABORATION:
FIX.5.0SP2195
2535008EndOpenInterest8SYNOPSIS: End of open interest
ELABORATION:
FIX.5.0SP2195
2535009StartSettlementPrices9SYNOPSIS: Start of settlement prices
ELABORATION:
FIX.5.0SP2195
2535010EndSettlementPrices10SYNOPSIS: End of settlement prices
ELABORATION:
FIX.5.0SP2195
2535011StartStatsRefData11SYNOPSIS: Start of statistics reference data
ELABORATION:
FIX.5.0SP2195
2535012EndStatsRefData12SYNOPSIS: End of statistics reference data
ELABORATION:
FIX.5.0SP2195
2535013StartStatistics13SYNOPSIS: Start of statistics
ELABORATION:
FIX.5.0SP2195
2535014EndStatistics14SYNOPSIS: End of statistics
ELABORATION:
FIX.5.0SP2195