Description
Type: char
Type Market Data entry.
Valid values:
- 0 = Bid
- 1 = Offer
- 2 = Trade
- 3 = Index Value
- 4 = Opening Price
- 5 = Closing Price
- 6 = Settlement Price
- 7 = Trading Session High Price
- 8 = Trading Session Low Price
- 9 = Trading Session VWAP Price
- A = Imbalance
- B = Trade Volume
- C = Open Interest
- D = Composite Underlying Price
- E = Simulated Sell Price
- F = Simulated Buy Price
- G = Margin Rate
- H = Mid Price
- J = Empty Book
- K = Settle High Price
- L = Settle Low Price
- M = Prior Settle Price
- N = Session High Bid
- O = Session Low Offer
- P = Early Prices
- Q = Auction Clearing Price
- S = Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP) Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)
- R = Daily value adjustment for long positions
- T = Cumulative Value Adjustment for long positions
- U = Daily Value Adjustment for Short Positions
- V = Cumulative Value Adjustment for Short Positions
- W = Fixing Price
- X = Cash Rate
- Y = Recovery Rate
- Z = Recovery Rate for Long
- a = Recovery Rate for Short
- b = Market bid
- c = Market offer
- d = Short sale minimum price
- e = Previous closing price