FIX Protocol 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 versions
- FIX 4.2 to 5.0 SP2
- Used in
- 3 message types
Tag 269 in each FIX version
Values and message usage as defined in a specific version.
Data type
CHAR: A single character.
Valid values
44 enumerated values across all FIX versions.
| Value | Meaning | FIX versions |
|---|---|---|
| 0 | Bid | All |
| 1 | Offer | All |
| 2 | Trade | All |
| 3 | Index value | All |
| 4 | Opening price | All |
| 5 | Closing price | All |
| 6 | Settlement price | All |
| 7 | Trading session high price | All |
| 8 | Trading session low price | All |
| 9 | VWAP | All |
| A | Imbalance | 4.3, 4.4, 5.0, 5.0 SP1, 5.0 SP2 |
| B | Trade volume | 4.4, 5.0, 5.0 SP1, 5.0 SP2 |
| C | Open interest | 4.4, 5.0, 5.0 SP1, 5.0 SP2 |
| D | Composite underlying price | 5.0, 5.0 SP1, 5.0 SP2 |
| E | Simulated sell price | 5.0, 5.0 SP1, 5.0 SP2 |
| F | Simulated buy price | 5.0, 5.0 SP1, 5.0 SP2 |
| G | Margin rate | 5.0, 5.0 SP1, 5.0 SP2 |
| H | Mid price | 5.0, 5.0 SP1, 5.0 SP2 |
| J | Empty book | 5.0, 5.0 SP1, 5.0 SP2 |
| K | Settle high price | 5.0, 5.0 SP1, 5.0 SP2 |
| L | Settle low price | 5.0, 5.0 SP1, 5.0 SP2 |
| M | Prior settle price | 5.0, 5.0 SP1, 5.0 SP2 |
| N | Session high bid | 5.0, 5.0 SP1, 5.0 SP2 |
| O | Session low offer | 5.0, 5.0 SP1, 5.0 SP2 |
| P | Early prices | 5.0, 5.0 SP1, 5.0 SP2 |
| Q | Auction clearing price | 5.0, 5.0 SP1, 5.0 SP2 |
| S | Swap value factor | 5.0 SP1, 5.0 SP2 |
| R | Daily value adjustment for long positions | 5.0 SP1, 5.0 SP2 |
| T | Cumulative value adjustment for long positions | 5.0 SP1, 5.0 SP2 |
| U | Daily value adjustment for short positions | 5.0 SP1, 5.0 SP2 |
| V | Cumulative value adjustment for short positions | 5.0 SP1, 5.0 SP2 |
| W | Fixing price | 5.0 SP2 |
| X | Cash rate | 5.0 SP2 |
| Y | Recovery rate | 5.0 SP2 |
| Z | Recovery rate for long | 5.0 SP2 |
| a | Recovery rate for short | 5.0 SP2 |
| b | Market bid | 5.0 SP2 |
| c | Market offer | 5.0 SP2 |
| d | Short sale min price | 5.0 SP2 |
| e | Previous closing price | 5.0 SP2 |
| g | Threshold limit price banding | 5.0 SP2 |
| h | Daily financing value | 5.0 SP2 |
| i | Accrued financing value | 5.0 SP2 |
| t | TWAP | 5.0 SP2 |
Example
269=0
Illustrative value. In a message, fields are separated by the SOH character (0x01), often shown as | or ^ in logs.
Decode a message with this tagMessage types that use tag 269
Covers every version from FIX 4.0 to 5.0 SP2, including fields reached through components and repeating groups. The version pages above show whether the tag is required in each message.
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.