MDEntryDate
(272) and MDEntryTime
(273) for Funding Time messagesMDEntryType
(269) enum values: t
(Funding Time), k
(Final Mark Price), f
(Final Funding Rate), m
(Mark Price), p
(Predicted Funding Rate), s
(Spot Mark Price), v
(Fair Value)FundingRateApplicable
(9001), FundingInterval
(9002), and FairValueLimit
(9003)FundingRate
(43) messagefundingIntervalMinutes
and fairValueLimit
fields to OutrightInstrumentDefinition
and StartOfOutrightInstrumentSnapshot
fundingRateApplicable
flag to InstrumentDefinitionFlags
EndOfSnapshot
: FinalFundingRate
, FinalFuturesMarkPrice
, FinalFundingRateTimestamp
, FuturesMarkPrice
, PredictedFundingRate
, SpotMarkPrice
, and FairValue
ClOrdID
(tag 11) on FIX Order EntryMDPriceLevel
(tag 1023) from FIX Market DataMaxShow
(tag 210) from FIX Order Entry and FIX CopyFIX Drop Copy Diffs
FIX Market Data Diffs
FIX Order Diffs
SBE Order Diffs
1
= Post Only18=6
) in:
18=6
) in:
828=1
). For all other trade types, TrdType is null. For more, see Block Trades.