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The Fixing Price data block contains the Fixing Price, a volume-weighted average price for the nearby futures contract, and the time the Fixing Price was calculated (tag 60-TransactTime). Tag 279-MDUpdateAction will be set to 0 = New and tag 269-MDEntryType will be set to W = Fixing Price.

FIX Syntax for Fixing Price
TagFIX NameFormatValueDescription
279MDUpdateActionChar0Type of Market Data update action.
0 = New
269MDEntryTypeCharWType of Market Data Entry.
W = Fixing Price
48SecurityIDInt Unique instrument ID as qualified by the exchange.
83RptSeqInt Sequence number per Instrument update.
270MDEntryPxChar Price of Market Data Entry.
5796TradingReferenceDateLocalMktDate Date of trade session corresponding to a statistic entry. Sent in number of days since Unix epoch.
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