FIX 5.0 SP2 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 SP2
Used in: 3 message types

Data type

CHAR: A single character.

Valid values in FIX 5.0 SP2

44 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	VWAP
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
S	Swap value factor
R	Daily value adjustment for long positions
T	Cumulative value adjustment for long positions
U	Daily value adjustment for short positions
V	Cumulative value adjustment for short positions
W	Fixing price
X	Cash rate
Y	Recovery rate
Z	Recovery rate for long
a	Recovery rate for short
b	Market bid
c	Market offer
d	Short sale min price
e	Previous closing price
g	Threshold limit price banding
h	Daily financing value
i	Accrued financing value
t	TWAP

FIX 5.0 SP2 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 tag

Field 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.