MDP 3.0 - Opening Price
FIX Syntax for Opening Traded Price - MDP - Market Data Incremental Refresh
The Opening Price represents the first trade for the opening or re-opening of the instrument
Tag Number | Tag Name | Value | Description |
|---|---|---|---|
279 | MDUpdateAction | 0 | 0 = new. Type of Market Data update action. |
269 | MDEntryType | 4 | Opening Price |
48 | SecurityID | Â | Unique instrument ID as qualified by the exchange. |
83 | RptSeq | Â | Sequence number per Instrument update. |
270 | MDEntryPx | Â | Price of the Market Data Entry. |
286 | OpenCloseSettlFlag | 0 | Opening price indicator. |
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