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The e-mini S&P 500 (ES) instrument will have two settlement prices disseminated.

Settlement price on instrument’s instrument’s clearing settlement tick.

Tag

FIX Name

Format

Sample Value

Description

731

SettlPriceType

String

00000010

Bitmap field of eight Boolean type indicators representing settlement price type.

00000010=Preliminary Actual Settlement at Clearing Tick

270

MDEntryPx

Price

1225.30

Price of the MD Entry.

Unrounded price value on clearing settlement tick.

269

MDEntryType

Char

6

Type of Market Data entry.

6=Settlement Price

5796

TradingReferenceDate

LocalMktDate

17093

(19 Oct 2016)


Date of trade session corresponding to a statistic entry. Sent in number of days since Unix epoch.

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