FIX.Latest_EP287 Component

MDStatisticReqGrp

<StatsReq>

This component block is used within the MarketDataStatisticsRequest(35=DO) message to define a set of parameters describing the desired statistics.

Pedigree Added EP191

Expand Components | Collapse Components

Repeating Group 2474

NoMDStatistics

Added EP191

2475

MDStatisticID

StatsID

Required if NoMDStatistics(2474) > 0. Unique statistics identifier used as a placeholder for a set of parameters. If an ID is not applicable use [N/A].

Added EP191

Component(-)

MDStatisticParameters

StatsPrm

Required if NoMDStatistics(2474) > 0 and MDStatisticID(2475) = [N/A].

Added EP191

	2456	MDStatisticType	Typ	Y		Added EP191
	2457	MDStatisticScope	Scope	Y		Added EP191
	2458	MDStatisticSubScope	SubScope			Added EP191
	2459	MDStatisticScopeType	ScopeTyp			Added EP191
	2454	MDStatisticName	StatsNme			Added EP191
	2455	MDStatisticDesc	Desc			Added EP191
	2481	EncodedMDStatisticDescLen	EncDescLen		Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it.	Added EP191
	2482	EncodedMDStatisticDesc	EncDesc		Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field.	Added EP191
	264	MarketDepth	MktDepth		May be used to specify the market depth up to specified level.	Added EP191
	2460	MDStatisticFrequencyPeriod	FreqPeriod		Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination.	Added EP191
	2461	MDStatisticFrequencyUnit	FreqUnit		Conditionally required when MDStatisticFrequencyPeriod(2460) is specified.	Added EP191
	2462	MDStatisticDelayPeriod	DelayPeriod		Conditionally required when MDStatisticDelayUnit(2463) is specified.	Added EP191
	2463	MDStatisticDelayUnit	DelayUnit		Conditionally required when MDStatisticDelayPeriod(2462) is specified.	Added EP191
	2464	MDStatisticIntervalType	IntvlTyp	Y		Added EP191
	2465	MDStatisticIntervalTypeUnit	IntvlTypUnit		Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit).	Added EP191
	2466	MDStatisticIntervalPeriod	IntvlPeriod		Conditionally required if/when MDStatisticIntervalUnit(2467) is specified. Conditionally required when MDStatisticIntervalType(2464) = 1 (Sliding window) or 2 (Sliding window peak).	Added EP191
	2467	MDStatisticIntervalUnit	IntvlUnit		Conditionally required when MDStatisticIntervalPeriod(2466) is specified.	Added EP191
	2468	MDStatisticStartDate	StartDt		Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range starting with the first available day.	Added EP191
	2469	MDStatisticEndDate	EndDt		Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range including the current day.	Added EP191
	2470	MDStatisticStartTime	StartTm		Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range starting at midnight.	Added EP191
	2471	MDStatisticEndTime	EndTm		Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range ending with the time of dissemination of the statistical data.	Added EP191
	2472	MDStatisticRatioType	RatioTyp		Conditionally required when MDStatisticType(2456) = 5(Ratio).	Added EP191

Component(-)

NestedParties

Pty

Added EP236

Repeating Group 539

NoNestedPartyIDs

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

Added FIX.4.3

	524	NestedPartyID	ID		Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.	Added FIX.4.3
	525	NestedPartyIDSource	Src		Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.	Added FIX.4.3
	538	NestedPartyRole	R		Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.	Added FIX.4.3
	2384	NestedPartyRoleQualifier	Qual			Added EP179

Component(-)

NstdPtysSubGrp

Sub

Repeating group of NestedParty sub-identifiers.

Added FIX.4.4

Repeating Group 804

NoNestedPartySubIDs

Added FIX.4.4

	545	NestedPartySubID	ID			Added FIX.4.4
	805	NestedPartySubIDType	Typ			Added FIX.4.4

end Repeating Group

end Component

end Repeating Group

end Component

	2584	AnnualTradingBusinessDays	AnnlTrdgBizDays			Added EP236
	1815	TradingCapacity	TrdgCpcty			Added EP191
	40	OrdType	OrdTyp			Added EP191
	59	TimeInForce	TmInForce			Added EP191
	276	QuoteCondition	QCond			Added EP191
	277	TradeCondition	TrdCond			Added EP191
	54	Side	Side			Added EP191
	578	TradeInputSource	InptSrc			Added EP191
	336	TradingSessionID	SesID			Added EP191
	625	TradingSessionSubID	SesSub			Added EP191
	1024	MDOriginType	MDOrigTyp			Added EP231
	2711	MDValueTier	Tier			Added EP231
	338	TradSesMethod	Method			Added EP231
	1022	MDFeedType	MDFeedTyp			Added EP231
	1629	ExposureDuration	ExpsreDur			Added EP231
	1916	ExposureDurationUnit	ExpsreDurUnit		Conditionally required when ExposureDuration(1629) is specified.	Added EP231
	1057	AggressorIndicator	AgrsrInd			Added EP231

end Component