If the instrument is a stock, the data in the FIX message maps into a Stock History RDS message.
If the condition is met, the data in the FIX message maps into a Stock History RDS message. This data maps into the STOCK_HISTORY table. The columns for this table are defined below.
STOCK_HISTORY conditions
|
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
|