MDP 3.0 - Market Data Snapshot Tag Usage
Tag | Tag Name | MBP Customer Order Book | MBO Customer Order Book (MBO Only | Implied Book | New Trade | Event Summary | High Low Trade | High Low Bid | IOP/ Open | Settle | Cleared Volume | Open Interest | Fixing Price | VWAP (Volume |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
269 | MDEntryType | 0, 1 | 0, 1 | E, F | 2 | e | 7, 8 | N, O | 4 | 6 | B | C | W | 9 |
270 | MDEntryPx | X | X | X | X | - | X | X | X | X | - | - | X | X |
271 | MDEntrySize | X | - | X | X | X | - | - | - | - | X | X | - | - |
1023 | MDPriceLevel | X | - | X | - | - | - | - | - | - | - | - | - | - |
286 | OpenCloseSettlFlag | - | - | - | - | - | - | - | 5, 0 | - | - | - | - | X |
731 | SettlPriceType | - | - | - | - | - | - | - | - | X | - | - | - | - |
346 | NumberOfOrders | X | - | - | - | - | - | - | - | - | - | - | - | - |
5796 | TradingReferenceDate | - | - | - | - | - | - | - | - | X | X | X | X | - |
1149 | HighLimitPrice | - | - | - | - | - | - | - | - | - | - | - | - | - |
1148 | LowLimitPrice | - | - | - | - | - | - | - | - | - | - | - | - | - |
1143 | MaxPriceVariation | - | - | - | - | - | - | - | - | - | - | - | - | - |
37 | OrderID | - | X | - | - | - | - | - | - | - | - | - | - | - |
37707 | MDOrderPriority | - | X | - | - | - | - | - | - | - | - | - | - | - |
37706 | MDDisplayQty | - | X | - | - | - | - | - | - | - | - | - | - | - |
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