Tag 269 (MDEntryType) definition of value '6'

, ,
1

Imported from previous forum

2

Hi guys,

when sending a Market Data Request (‘V’ message’) we request 269 =6 (Settlement Price).
However, in FIX, is this defined as YDSP or Today’s settlement price or is it down to our internal FIX Gateway to determine this?

many thanks

Graham

3

In FIX it is not defined to that level of granularity. It has to be a SP and you can define what you send in your Rules of Engagement. You can also be more flexible if you need to allow different dates by making use of SettlDate(64) in the request (needs to be specified for each instrument).

Regards,
Hanno.