Description

Flag that identifies a market data entry.

Valid values:

  • 0 = Daily Open / Close / Settlement entry
  • 1 = Session Open / Close / Settlement entry
  • 2 = Delivery Settlement entry
  • 3 = Expected entry
  • 4 = Entry from previous business day
  • 5 = Theoretical Price value

(Prior to FIX 4.3 this field was of type char)

Used In