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Version: Upcoming

2675-market-data-index

#Message NameDescription
2675IndexQuoteLive index levels and quotes including SpiderRock synthetic index levels and quotes.
2700SyntheticExpiryQuoteLive synthetic expiry quotes are SpiderRock option/expiry underlier quotes. These can be from synthetic/implied futures quotes or other sources
2695SyntheticFutureQuoteLive synthetic future quotes are SpiderRock implied futures quotes derived from roll prices.