Electronic volume represents the number of contracts traded on CME Globex for the given instrument for the trading session.
FIX Syntax for Cleared Volume
| Tag | FIX Name | Format | Value | Description |
|---|---|---|---|---|
| 279 | MDUpdateAction | Char | 0 | Type of Market Data update action. 0 = New |
| 269 | MDEntryType | Char | e | Type of Market Data Entry. e = Electronic volume |
| 48 | SecurityID | Int | Unique instrument ID as qualified by the exchange. | |
| 83 | RptSeq | Int | Sequence number per Instrument update. | |
| 271 | MDEntrySize | Qty | Quantity or volume represented by the Market Data Entry. |