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Indicative opening indicates the price and quantity at which the market would open were the market to open at the given point in time. Multiple indicative prices may be generated during a Pre-Open period.

FIX Syntax for Indicative Opening -Market Data Incremental Refresh (tag 35-MsgType =X)

Tag Number

Tag Name

Value

Description

279

MDUpdateAction

0

0 = new. Type of Market Data update action.

269

MDEntryType

4

4 = opening price. Type of Market Data entry.

48

SecurityID

 

Unique instrument ID as qualified by the exchange.

83

RptSeq

 

Sequence number per Instrument update.

270

MDEntryPx

9550.00

Price of the Market Data Entry.

271MDEntrySize Indicative opening quantity.

286

OpenCloseSettleFlag

5

Indicative opening price.