Type of market data entry.
Valid values:
| '0' | Bid |
| '1' | Offer |
| '2' | Trade |
| '3' | IndexValue |
| '4' | OpeningPrice |
| '5' | ClosingPrice |
| '6' | SettlementPrice |
| '7' | TradingSessionHighPrice |
| '8' | TradingSessionLowPrice |
| '9' | VWAP |
| 'A' | Imbalance |
| 'B' | TradeVolume |
| 'C' | OpenInterest |
| 'D' | CompositeUnderlyingPrice |
| 'E' | SimulatedSellPrice |
| 'F' | SimulatedBuyPrice |
| 'G' | MarginRate |
| 'H' | MidPrice |
| 'J' | EmptyBook |
| 'K' | SettleHighPrice |
| 'L' | SettleLowPrice |
| 'M' | PriorSettlePrice |
| 'N' | SessionHighBid |
| 'O' | SessionLowOffer |
| 'P' | EarlyPrices |
| 'Q' | AuctionClearingPrice |
| 'S' | SwapValueFactor |
| 'R' | DailyValueAdjustmentForLongPositions |
| 'T' | CumulativeValueAdjustmentForLongPositions |
| 'U' | DailyValueAdjustmentForShortPositions |
| 'V' | CumulativeValueAdjustmentForShortPositions |
| 'W' | FixingPrice |
| 'X' | CashRate |
| 'Y' | RecoveryRate |
| 'Z' | RecoveryRateForLong |
| 'a' | RecoveryRateForShort |
| 'b' | MarketBid |
| 'c' | MarketOffer |
| 'd' | ShortSaleMinPrice |
| 'e' | PreviousClosingPrice |
| 'f' | CorporateActionReferencePrice |
| 'g' | ThresholdLimitPriceBanding |
| 'h' | DailyFinancingValue |
| 'i' | AccruedFinancingValue |
| 't' | TWAP |
Used in:
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