Stock History RDS Mapping

If the instrument is a stock, data in the FIX message maps into a Stock History RDS message, and is stored in the STOCK_HISTORY table.

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