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
-
enumerator UNDEFINED¶