Stock history RDS mapping

Table

STOCK_HISTORY

Missing Data

OPEN_PRICE, CLOSE_PRICE

Condition

This must be a stock instrument. See “Stock Instruments” for more information.

FIX Message Field

Table Column

SecurityID/Symbol

INSTRUMENT_ID

TransactTime

TRADE_DATE

SecurityID/Symbol

TRADING_SYMBOL

LowPx

LOW_PRICE

HighPx

HIGH_PRICE

BuyVolume/SellVolume

VOLUME