FIX 5.0 Tag 269: MDEntryType
Type of a market data entry, such as bid, offer, trade, opening price or closing price.
- Tag number
- 269
- Data type
- CHAR
- FIX version
- FIX 5.0
- Used in
- 3 message types
Data type
CHAR: A single character.
Valid values in FIX 5.0
26 enumerated values.
| Value | Meaning |
|---|---|
| 0 | Bid |
| 1 | Offer |
| 2 | Trade |
| 3 | Index value |
| 4 | Opening price |
| 5 | Closing price |
| 6 | Settlement price |
| 7 | Trading session high price |
| 8 | Trading session low price |
| 9 | Trading session VWAP price |
| A | Imbalance |
| B | Trade volume |
| C | Open interest |
| D | Composite underlying price |
| E | Simulated sell price |
| F | Simulated buy price |
| G | Margin rate |
| H | Mid price |
| J | Empty book |
| K | Settle high price |
| L | Settle low price |
| M | Prior settle price |
| N | Session high bid |
| O | Session low offer |
| P | Early prices |
| Q | Auction clearing price |
FIX 5.0 message types that use tag 269
| MsgType | Message | Use in the message |
|---|---|---|
| V | Market Data Request | Required in each entry, in group NoMDEntryTypes (267) |
| W | Market Data Snapshot Full Refresh | Required in each entry, in group NoMDEntries (268) |
| X | Market Data Incremental Refresh | Optional, in group NoMDEntries (268) |
Also in other versions
Tag 269 across all FIX versions
Decode a message with this tagField and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.