Index Value - Template ID 22
Index value messages contain the values associated with a calculated index. They are transmitted when an index is calculated.
Market data associated with the index are contained in MDEntries with an MDEntryType indicating the kind of market data. The Index Value message may include any of the following MDEntryTypes. (See Market Data Entry Types.)
- Index Value
- Bid
- Ask
At least one MDEntry with MDEntryType == Index Value will always be present in the Index Value 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 |
| |||
| 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="IndexValue" | id="22" | > | ||
| string | name="MessageType" | id="35" | byteLength="1" | value="X" | /> |
| <uInt32 | name="MsgSeqNum" | id="34" | byteLength="4" | /> | |
| <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> |