MDEntryType

enum class roq::fix::MDEntryType

FIX MDEntryType <269> field.

Type Market Data entry

Values:

enumerator UNDEFINED
enumerator UNKNOWN
enumerator BID

0 = Bid

enumerator OFFER

1 = Offer

enumerator TRADE

2 = Trade

enumerator INDEX_VALUE

3 = Index Value

enumerator OPENING_PRICE

4 = Opening Price

enumerator CLOSING_PRICE

5 = Closing Price

enumerator SETTLEMENT_PRICE

6 = Settlement Price

enumerator TRADING_SESSION_HIGH_PRICE

7 = Trading Session High Price

enumerator TRADING_SESSION_LOW_PRICE

8 = Trading Session Low Price

enumerator TRADING_SESSION_VWAP_PRICE

9 = Trading Session VWAP Price

enumerator IMBALANCE

A = Imbalance.

enumerator TRADE_VOLUME

B = Trade Volume.

enumerator OPEN_INTEREST

C = Open Interest.

enumerator COMPOSITE_UNDERLYING_PRICE

D = Composite Underlying Price.

enumerator SIMULATED_SELL_PRICE

E = Simulated Sell Price.

enumerator SIMULATED_BUY_PRICE

F = Simulated Buy Price.

enumerator MARGIN_RATE

G = Margin Rate.

enumerator MID_PRICE

H = Mid Price.

enumerator EMPTY_BOOK

J = Empty Book.

enumerator SETTLE_HIGH_PRICE

K = Settle High Price.

enumerator SETTLE_LOW_PRICE

L = Settle Low Price.

enumerator PRIOR_SETTLE_PRICE

M = Prior Settle Price.

enumerator SESSION_HIGH_BID

N = Session High Bid.

enumerator SESSION_LOW_OFFER

O = Session Low Offer.

enumerator SESSION_EARLY_PRICES

P = Early Prices.

enumerator AUCTION_CLEARING_PRICE

Q = Auction Clearing Price.

enumerator DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS

R = Daily value adjustment for long positions.

enumerator SWAP_VALUE_FACTOR

S = Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)

enumerator CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS

T = Cumulative Value Adjustment for long positions.

enumerator DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS

U = Daily Value Adjustment for Short Positions.

enumerator CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS

V = Cumulative Value Adjustment for Short Positions.

enumerator FIXING_PRICE

W = Fixing Price.

enumerator CASH_RATE

X = Cash Rate.

enumerator RECOVERY_RATE

Y = Recovery Rate.

enumerator RECOVERY_RATE_FOR_LONG

Z = Recovery Rate for Long.

enumerator RECOVERY_RATE_FOR_SHORT

a = Recovery Rate for Short