MDP 3.0 - Electronic Volume
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. |
269 | MDEntryType | Char | e | Type of Market Data Entry. |
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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