MDP 3.0 - Electronic Volume

Owned by
CME Group
Apr 26, 2024
1 min read

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

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.



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