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FIX Syntax for Fixing Price
Tag | FIX Name | Format | Value | Description |
|---|---|---|---|---|
279 | MDUpdateAction | Char | 0 | Type of Market Data update action. |
269 | MDEntryType | Char | W | Type of Market Data Entry. |
48 | SecurityID | Int | Unique instrument ID as qualified by the exchange. | |
83 | RptSeq | Int | Sequence number per Instrument update. | |
270 | MDEntryPx | Char | Price of Market Data Entry. | |
5796 | TradingReferenceDate | LocalMktDate | Date of trade session corresponding to a statistic entry. Sent in number of days since Unix epoch. |