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