Documentation for Financial Information eXchange (FIX)
Definition Type: SimpleType
Name: MDEntryType_enum_t
Namespace: http://www.fixprotocol.org/FIXML-5-0-SP2
Containing Schema: fixml-fields-base-5-0-SP2.xsd
Documentation:
Type Market Data entry.
Collapse XSD Schema Diagram:
XSD Diagram of MDEntryType_enum_t in schema fixml-fields-base-5-0-sp2_xsd (Financial Information eXchange (FIX))
Collapse XSD Schema Code: 
<xs:simpleType name="MDEntryType_enum_t">
    <xs:annotation>
        <xs:documentation>Type  Market Data entry.</xs:documentation>
        <xs:appinfo>
            <fm:Xref Protocol="FIX" name="MDEntryType" ComponentType="Field" Tag="269" Type="char" AbbrName="Typ" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA" />
        </xs:appinfo>
        <xs:appinfo>
            <fm:EnumDoc value="0" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Bid</fm:EnumDoc>
            <fm:EnumDoc value="1" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Offer</fm:EnumDoc>
            <fm:EnumDoc value="2" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Trade</fm:EnumDoc>
            <fm:EnumDoc value="3" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Index Value</fm:EnumDoc>
            <fm:EnumDoc value="4" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Opening Price</fm:EnumDoc>
            <fm:EnumDoc value="5" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Closing Price</fm:EnumDoc>
            <fm:EnumDoc value="6" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Settlement Price</fm:EnumDoc>
            <fm:EnumDoc value="7" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Trading Session High Price</fm:EnumDoc>
            <fm:EnumDoc value="8" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Trading Session Low Price</fm:EnumDoc>
            <fm:EnumDoc value="9" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Trading Session VWAP Price</fm:EnumDoc>
            <fm:EnumDoc value="A" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Imbalance</fm:EnumDoc>
            <fm:EnumDoc value="B" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Trade Volume</fm:EnumDoc>
            <fm:EnumDoc value="C" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Open Interest</fm:EnumDoc>
            <fm:EnumDoc value="D" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Composite Underlying Price</fm:EnumDoc>
            <fm:EnumDoc value="E" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Simulated Sell Price</fm:EnumDoc>
            <fm:EnumDoc value="F" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Simulated Buy Price</fm:EnumDoc>
            <fm:EnumDoc value="G" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Margin Rate</fm:EnumDoc>
            <fm:EnumDoc value="H" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Mid Price </fm:EnumDoc>
            <fm:EnumDoc value="J" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Empty Book</fm:EnumDoc>
            <fm:EnumDoc value="K" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Settle High Price</fm:EnumDoc>
            <fm:EnumDoc value="L" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Settle Low Price</fm:EnumDoc>
            <fm:EnumDoc value="M" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Prior Settle Price</fm:EnumDoc>
            <fm:EnumDoc value="N" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Session High Bid</fm:EnumDoc>
            <fm:EnumDoc value="O" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Session Low Offer</fm:EnumDoc>
            <fm:EnumDoc value="P" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Early Prices</fm:EnumDoc>
            <fm:EnumDoc value="Q" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Auction Clearing Price</fm:EnumDoc>
            <fm:EnumDoc value="S" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Swap Value Factor (SVP) for swaps cleared through a central counterparty (CCP)</fm:EnumDoc>
            <fm:EnumDoc value="R" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Daily value adjustment for long positions</fm:EnumDoc>
            <fm:EnumDoc value="T" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Cumulative Value Adjustment for long positions</fm:EnumDoc>
            <fm:EnumDoc value="U" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Daily Value Adjustment for Short Positions</fm:EnumDoc>
            <fm:EnumDoc value="V" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Cumulative Value Adjustment for Short Positions</fm:EnumDoc>
            <fm:EnumDoc value="Y" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Recovery Rate</fm:EnumDoc>
            <fm:EnumDoc value="Z" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Recovery Rate for Long</fm:EnumDoc>
            <fm:EnumDoc value="a" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Recovery Rate for Short</fm:EnumDoc>
            <fm:EnumDoc value="W" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Fixing Price</fm:EnumDoc>
            <fm:EnumDoc value="X" xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA">Cash Rate</fm:EnumDoc>
        </xs:appinfo>
    </xs:annotation>
    <xs:restriction base="char">
        <xs:enumeration value="0" />
        <xs:enumeration value="1" />
        <xs:enumeration value="2" />
        <xs:enumeration value="3" />
        <xs:enumeration value="4" />
        <xs:enumeration value="5" />
        <xs:enumeration value="6" />
        <xs:enumeration value="7" />
        <xs:enumeration value="8" />
        <xs:enumeration value="9" />
        <xs:enumeration value="A" />
        <xs:enumeration value="B" />
        <xs:enumeration value="C" />
        <xs:enumeration value="D" />
        <xs:enumeration value="E" />
        <xs:enumeration value="F" />
        <xs:enumeration value="G" />
        <xs:enumeration value="H" />
        <xs:enumeration value="J" />
        <xs:enumeration value="K" />
        <xs:enumeration value="L" />
        <xs:enumeration value="M" />
        <xs:enumeration value="N" />
        <xs:enumeration value="O" />
        <xs:enumeration value="P" />
        <xs:enumeration value="Q" />
        <xs:enumeration value="S" />
        <xs:enumeration value="R" />
        <xs:enumeration value="T" />
        <xs:enumeration value="U" />
        <xs:enumeration value="V" />
        <xs:enumeration value="Y" />
        <xs:enumeration value="Z" />
        <xs:enumeration value="a" />
        <xs:enumeration value="W" />
        <xs:enumeration value="X" />
    </xs:restriction>
</xs:simpleType>
Collapse Facets:
Facet Value
Enumeration 0
Enumeration 1
Enumeration 2
Enumeration 3
Enumeration 4
Enumeration 5
Enumeration 6
Enumeration 7
Enumeration 8
Enumeration 9
Enumeration A
Enumeration B
Enumeration C
Enumeration D
Enumeration E
Enumeration F
Enumeration G
Enumeration H
Enumeration J
Enumeration K
Enumeration L
Enumeration M
Enumeration N
Enumeration O
Enumeration P
Enumeration Q
Enumeration S
Enumeration R
Enumeration T
Enumeration U
Enumeration V
Enumeration Y
Enumeration Z
Enumeration a
Enumeration W
Enumeration X
Collapse Derivation Tree:
Collapse References:
nsA:MDEntryType_t
Documentation for Financial Information eXchange (FIX)

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