MDP 3.0 - Market Data Incremental Refresh - Daily Statistics

The Market Data Incremental Refresh message below is sent for Daily Statistics. This message maps to the MDIncrementalRefreshDailyStatistics template in the SBE MDP Core schema.

Tag	FIX Name	Type	SemanticType	Valid Value	Description
60	TransactTime	uInt64	UTCTimestamp		Start of event processing time in number of nanoseconds since Unix epoch
5799	MatchEventIndicator	MatchEventIndicator	MultipleCharValue	example: 00000000=not end of event example: 10000000=end of event	Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME Globex Event: Bit 0: (least significant bit) Last Trade Summary message for a given event Bit 1: Last electronic volume message for a given event Bit 2: Last customer order quote message for a given event Bit 3: Last statistic message for a given event Bit 4: Last implied quote message for a given event Bit 5: Message resent during recovery Bit 6: Reserved for future use Bit 7: (most significant bit) Last message for a given event
Repeating Group 1
268	NoMDEntries	NumInGroup			Number of entries in Market Data message
→270	MDEntryPx	PRICENULL9	Price		Market Data entry price
→271	MDEntrySize	Int32NULL	Qty		Market Data entry size
→48	SecurityID	Int32	int		A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion.
→83	RptSeq	uInt32	int		Market Data entry sequence number per instrument update
→5796	TradingReferenceDate	LocalMktDate	LocalMktDate		Indicates trade session date corresponding to a statistic entry
→731	SettlPriceType	SettlPriceType	MultipleCharValue		Bitmap field of eight Boolean type indicators representing settlement price type: Bit 0: (least significant bit): 1=Final 0=Preliminary Bit 1: 1=Actual 0=Theoretical Bit 2: 1=Settlement at Trading Tick 0=Settlement at Clearing Tick Bit 3: 1=Intraday 0=Undefined Bit 4-6: Reserved for future use, set to 0 Bit 7: 0=not NULL 1=entire set is a NULL
→279	MDUpdateAction	MDUpdateAction	int	0=New	Market Data update action
→269	MDEntryType	MDEntryTypeDailyStatistics	char	6=Settlement Price B=Trade Volume C=Open Interest W=Fixing Price	Market Data entry type. 0=Bid 1=Offer E=Implied Bid F=Implied Offer 2=Trade Summary 4=Opening Price 6=Settlement Price 7=Trading Session High Price 8=Trading Session Low Price 9=VWAP N=Session High Bid O=Session Low Offer B=Trade Volume C=Open Interest W=Fixing Price J=Empty Book e=Electronic Volume g =Threshold Limits and Price Band Variation