This component block is used within the MarketDataStatisticsReport(35=DP) message to provide results together with the related set of parameters.
Pedigree Added EP191
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 2474 | NoMDStatistics | Added EP191 |
| Component(-) | MDStatisticParameters | StatsPrm | Required if NoMDStatistics(2474) > 0. | 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 |
| 2475 | MDStatisticID | StatsID | Required if NoMDStatistics(2474) > 0. | Added EP191 | |
| 2476 | MDStatisticTime | Tm | Conditionally required when MDStatisticValue(2478) is specified. | Added EP191 | |
| 2477 | MDStatisticStatus | Stat | May be used when sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. If not specified the default is MDStatisticStatus(2477)=1 (Active). | Added EP191 | |
| 2478 | MDStatisticValue | Val | Conditionally required unless sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. | Added EP191 | |
| 2479 | MDStatisticValueType | Typ | Added EP191 | ||
| 2480 | MDStatisticValueUnit | ValUnit | Added EP191 |
| end Repeating Group |
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