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FIX Syntax for Cleared Volume
TagFIX NameFormatValueDescription
279MDUpdateAction Char0Type of Market Data update action.
0 = New
269MDEntryType Char BType of Market Data Entry.
B = Trade Volume
48SecurityID Int
 

Unique instrument ID as qualified by the exchange.
83 RptSeq Int
 

Sequence number per Instrument update.
271MDEntrySize Qty
 

Quantity or volume represented by the Market Data Entry. Updated once per day.
5796

TradingReferenceDate

LocalMktDate
 

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