Index Value With Status - Template ID 25
Index Value With Status 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 type of market data. The Index Value With Status message may include any of the following MDEntryTypes. See Market Data Entry Types.
-
Bid
-
Ask
-
Index Value
-
Close Value
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Settlement / EDSP Price
If MDEntryType == Index Value, the message may also have a Bid/Ask value but will not have a Settlement/EDSP or Close prices. If a message contains either a Settlement/EDSP or CloseMDEntryType, the message will not contain any other MDEntrytypes.
| Field ID | Field Name | Type | Length (Bytes) | Comments |
|---|---|---|---|---|
| Standard Header |
| |||
| 20001 | Index Status | single byte string | 1 |
|
| 55 | Symbol | symbol | Index Symbol/iNAVSymbol | |
| 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="IndexValueWithStatus" | id="25" | > | ||
| < string | name="MessageType" | id="35" | byteLength="1" | value="X" | /> |
| <uInt32 | name="MsgSeqNum" | id="34" | byteLength="4" | /> | |
| <length | name="IndexStatus" | id="20001" | 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> |