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Tag Number

Tag Name

Value

Description

279

MDUpdateAction

0

0 = new. Type of Market Data update action.

269

MDEntryType

N

N = session high bid. Type of Market Data entry.

48

SecurityID

 


Unique instrument ID as qualified by the exchange.

83

RptSeq 


Sequence number per Instrument update.

270

MDEntryPx 


Price of the Market Data Entry

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Tag Number

Tag Name

Value

Description

279

MDUpdateAction

0

0 = new. Type of Market Data update action.

269

MDEntryType

O

O = session low ask. Type of Market Data entry.

48

SecurityID 


Unique instrument ID as qualified by the exchange.

83

RptSeq 


Sequence number per Instrument update.

270

MDEntryPx 


Price of the Market Data Entry

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Info

The orders remaining on the book after the opening event are displayed below.

  
BidAsk

Qty

Price

Price

Qty


1177.325
1177.95

10

1176.8


20

1176.0

As the instrument opens with orders remaining from the pre-open, the following market data is reported:

High Bid = 1176.8  (Tag 269 = N and tag 270 = 1176.8)

Low Ask = 1177.3  (Tag 269 = O and tag 270 = 1177.3)

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