Settlement price is updated throughout the trading week for an instrument and disseminated by means of the Market Data Incremental Refresh (tag 35-MsgType=X) message message on the incremental feed.
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| For a settlement price overview, refer to the Settlement Prices topic. |
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Tag | FIX Name | Format | Valid Values | Description | ||||||||||||||||||
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| 279 | MDUpdateAction | Char | 0 = New | Market data update action. | ||||||||||||||||||
269 | MDEntryType | Char | 6 = Settlement Price | Identifies price as a settlement price. | ||||||||||||||||||
| 48 | SecurityID | Int | Unique instrument ID. | |||||||||||||||||||
| 83 | ReptSeq | Int | MD Entry sequence number per instrument update. Reset weekly. | |||||||||||||||||||
| 270 | MDEntryPx | Price | Price of the MD Entry. | |||||||||||||||||||
731 | SettlPriceType | String | Examples
| Bitmap field of eight Boolean type indicators representing settlement price type: Bit 0: (least significant bit): 1=Final 0=Preliminary Bit 1: 1=Actual 0=Theoretical Bit 2: 1=Settlement at Trading Tick 0=Settlement at Clearing Tick Bit 3: 1=Intraday 0=Undefined Bit 4-6: Reserved for future use, set to 0 Bit 7: 0=not NULL 1=entire set is a NULL | ||||||||||||||||||
| 5796 | TradingReferenceDate | LocalMktDate | Date of trade session corresponding to a statistic entry. Sent in number of days since Unix epoch. |
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