3120-market-marks
| # | Message Name | Description |
|---|---|---|
| 3120 | FutureCloseMark | FutureCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. FutureCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final |
| 3125 | FutureOpenMark | FutureOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day. |
| 3130 | FutureSettlementMark | Future settlement marks from the listing exchange |
| 3140 | OptionCloseMark | OptionCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. OptionCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final |
| 3145 | OptionOpenMark | OptionOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day. |
| 3150 | OptionSettlementMark | Option settlement marks from the listing exchange. |
| 3155 | SpreadCloseMark | SpreadCloseMark records are created immediately after the market close (clsMarkState=SRClose), when exchanges publish official marks (clsMarkState=ExchClose), and again during top of day rotation (clsMarkState=Final). These records contain closing quotes and prices as well as markup details for all exchange spreads SpreadCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final BaseObj:Spread |
| 3160 | SpreadOpenMark | SpreadOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day. BaseObj:Spread |
| 3165 | StockCloseMark | StockCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. StockCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final |
| 3170 | StockOpenMark | StockOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day. |
| 3175 | SyntheticExpiryCloseMark | |
| 3180 | SyntheticExpiryOpenMark |