MDP 3.0 - Indicative Opening
Indicative opening indicates the price and quantity at which the market would open were the market to open at the given point in time. Multiple indicative prices may be generated during a Pre-Open period.
FIX Syntax for Indicative Opening - Market Data Incremental Refresh (tag 35-MsgType =X)
Tag Number | Tag Name | Value | Description |
|---|---|---|---|
279 | MDUpdateAction | 0 | 0 = new. Type of Market Data update action. |
269 | MDEntryType | 4 | 4 = opening price. Type of Market Data entry. |
48 | SecurityID | Unique instrument ID as qualified by the exchange. | |
83 | RptSeq | Sequence number per Instrument update. | |
270 | MDEntryPx | 9550.00 | Price of the Market Data Entry. |
271 | MDEntrySize | Indicative opening quantity. | |
286 | OpenCloseSettleFlag | 5 | Indicative opening price. |
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