FixMessages::SG_FIX44::MDEntryType Namespace Reference

Variables
static const char	BID = '0'
	Bid = 0.
static const char	CLOSING_PRICE = '5'
	Closing Price = 5.
static const char	IMBALANCE = 'A'
	Imbalance = A.
static const char	INDEX_VALUE = '3'
	Index Value = 3.
static const char	OFFER = '1'
	Offer = 1.
static const char	OPEN_INTEREST = 'C'
	Open Interest = C.
static const char	OPENING_PRICE = '4'
	Opening Price = 4.
static const char	SETTLEMENT_PRICE = '6'
	Settlement Price = 6.
static const char	TRADE = '2'
	Trade = 2.
static const char	TRADE_VOLUME = 'B'
	Trade Volume = B.
static const char	TRADING_SESSION_HIGH_PRICE = '7'
	Trading Session High Price = 7.
static const char	TRADING_SESSION_LOW_PRICE = '8'
	Trading Session Low Price = 8.
static const char	TRADING_SESSION_VWAP_PRICE = '9'
	Trading Session VWAP Price = 9.

Variable Documentation

BID

const char FixMessages::SG_FIX44::MDEntryType::BID = '0'

static

Bid = 0.

CLOSING_PRICE

const char FixMessages::SG_FIX44::MDEntryType::CLOSING_PRICE = '5'

static

Closing Price = 5.

IMBALANCE

const char FixMessages::SG_FIX44::MDEntryType::IMBALANCE = 'A'

static

Imbalance = A.

INDEX_VALUE

const char FixMessages::SG_FIX44::MDEntryType::INDEX_VALUE = '3'

static

Index Value = 3.

OFFER

const char FixMessages::SG_FIX44::MDEntryType::OFFER = '1'

static

Offer = 1.

OPEN_INTEREST

const char FixMessages::SG_FIX44::MDEntryType::OPEN_INTEREST = 'C'

static

Open Interest = C.

OPENING_PRICE

const char FixMessages::SG_FIX44::MDEntryType::OPENING_PRICE = '4'

static

Opening Price = 4.

SETTLEMENT_PRICE

const char FixMessages::SG_FIX44::MDEntryType::SETTLEMENT_PRICE = '6'

static

Settlement Price = 6.

TRADE

const char FixMessages::SG_FIX44::MDEntryType::TRADE = '2'

static

Trade = 2.

TRADE_VOLUME

const char FixMessages::SG_FIX44::MDEntryType::TRADE_VOLUME = 'B'

static

Trade Volume = B.

TRADING_SESSION_HIGH_PRICE

const char FixMessages::SG_FIX44::MDEntryType::TRADING_SESSION_HIGH_PRICE = '7'

static

Trading Session High Price = 7.

TRADING_SESSION_LOW_PRICE

const char FixMessages::SG_FIX44::MDEntryType::TRADING_SESSION_LOW_PRICE = '8'

static

Trading Session Low Price = 8.

TRADING_SESSION_VWAP_PRICE

const char FixMessages::SG_FIX44::MDEntryType::TRADING_SESSION_VWAP_PRICE = '9'

static

Trading Session VWAP Price = 9.