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