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Tags.MDEntryType Field
Tag=269. 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) 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 Y = Recovery Rate Z = Recovery Rate for Long a = Recovery Rate for Short W = Fixing Price X = Cash Rate.

Namespace:  OnixS.CmeMdHandler
Assembly:  OnixS.CmeMdHandler-net-4.7 (in OnixS.CmeMdHandler-net-4.7.dll) Version: 3.16.1.0 (3.16.1.0)
Syntax
C#
public const int MDEntryType = 269

Field Value

Type: Int32
See Also