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FIX Syntax for Indicative Opening - Market Data Incremental Refresh (tag 35-MsgType =X)

Tag Number

Tag Name

Value

Description

279

MDUpdateAction

0

0 = new. Type of Market Data update action.

269

MDEntryType

4

4 = opening price. Type of Market Data entry.

48

SecurityID

Unique instrument ID as qualified by the exchange.

83

RptSeq

Sequence number per Instrument update.

270

MDEntryPx

9550.00

Price of the Market Data Entry.

271

MDEntrySize

Indicative opening quantity.

286

OpenCloseSettleFlag

5

Indicative opening price.