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