Index Summary - Template ID 24
Index Summary messages contain values associated with start or end of day values. An effective date is included for reference. Bid and ask fields are optional.
At least one MDEntry with MDEntryType == Index Value will always be present in the Index Summary message. For indices where a Bid and Ask index value is calculated, MDEntryTypes Bid and Ask will be present. For indices where Bid and Ask is not calculated, MDEntryTypes for Bid and Ask are omitted.
| Field ID | Field Name | Type | Length (Bytes) | Comments |
|---|---|---|---|---|
| Standard Header |
| |||
| 60 | TransactTime | Unit64 | 8 | Time that data was calculated or produced from client. Applies only to this message within the packet |
| 2400 | EffectiveBusinessDate | string | 8 | YYYYMMDD format |
| 20000 | SummaryType | single byte string | 1 |
|
| 55 | Symbol | symbol | Index Symbol / iNAV Symbol / Cryptocurrency | |
| 268 | NoMDEntries | length | 1 |
|
| Repeating Group - Fields Repeat NoMDEntries times | ||||
| 269 | MDEntryType | single byte string | 1 |
|
| 270 | MDEntryPx | decimal | 5 | Value associated with MDEntryType |
| <template | name="IndexSummary" | id="24" | > | ||
| < string | name="MessageType" | id="35" | byteLength="1" | value="X" | /> |
| <uInt32 | name="MsgSeqNum" | id="34" | byteLength="4" | /> | |
| <uInt64 | name="TransactTime" | id="60" | byteLength="8" | /> | |
| <string | name="EffectiveBusinessDate" | id="2400" | byteLength="8" | /> | |
| <length | name="SummaryType" | id="20000" | byteLength="1" | /> | |
| <symbol | name="Symbol" | id="55" | /> | ||
| <sequence | name="MDEntries" | > | |||
| <length | name="NoMDEntries" | id="268" | byteLength="1" | /> | |
| <string | name="MDEntryType" | id="269" | byteLength="1" | /> | |
| <decimal | name="MDEntryPx" | id="270" | byteLength="5" | /> | |
| </sequence> | |||||
| </template> |