FIX.Latest_EP269 Component

MDStatisticParameters

<StatsPrm>

This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited.

The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range.

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Pedigree Added EP191

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Field or ComponentField NameAbbr NameReq'dCommentsPedigree
2456MDStatisticTypeTypYAdded EP191
2457MDStatisticScopeScopeYAdded EP191
2458MDStatisticSubScopeSubScope Added EP191
2459MDStatisticScopeTypeScopeTyp Added EP191
2454MDStatisticNameStatsNme Added EP191
2455MDStatisticDescDesc Added EP191
2481EncodedMDStatisticDescLenEncDescLen Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it.Added EP191
2482EncodedMDStatisticDescEncDesc Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field.Added EP191
264MarketDepthMktDepth May be used to specify the market depth up to specified level.Added EP191
2460MDStatisticFrequencyPeriodFreqPeriod Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination.Added EP191
2461MDStatisticFrequencyUnitFreqUnit Conditionally required when MDStatisticFrequencyPeriod(2460) is specified.Added EP191
2462MDStatisticDelayPeriodDelayPeriod Conditionally required when MDStatisticDelayUnit(2463) is specified.Added EP191
2463MDStatisticDelayUnitDelayUnit Conditionally required when MDStatisticDelayPeriod(2462) is specified.Added EP191
2464MDStatisticIntervalTypeIntvlTypYAdded EP191
2465MDStatisticIntervalTypeUnitIntvlTypUnit Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit).Added EP191
2466MDStatisticIntervalPeriodIntvlPeriod Conditionally required if/when MDStatisticIntervalUnit(2467) is specified.
Conditionally required when MDStatisticIntervalType(2464) = 1 (Sliding window) or 2 (Sliding window peak).
Added EP191
2467MDStatisticIntervalUnitIntvlUnit Conditionally required when MDStatisticIntervalPeriod(2466) is specified.Added EP191
2468MDStatisticStartDateStartDt 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
2469MDStatisticEndDateEndDt 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
2470MDStatisticStartTimeStartTm 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
2471MDStatisticEndTimeEndTm 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
2472MDStatisticRatioTypeRatioTyp Conditionally required when MDStatisticType(2456) = 5(Ratio).Added EP191
ComponentNestedPartiesPty Added EP236
2584AnnualTradingBusinessDaysAnnlTrdgBizDays Added EP236
1815TradingCapacityTrdgCpcty Added EP191
40OrdTypeOrdTyp Added EP191
59TimeInForceTmInForce Added EP191
276QuoteConditionQCond Added EP191
277TradeConditionTrdCond Added EP191
54SideSide Added EP191
578TradeInputSourceInptSrc Added EP191
336TradingSessionIDSesID Added EP191
625TradingSessionSubIDSesSub Added EP191
1024MDOriginTypeMDOrigTyp Added EP231
2711MDValueTierTier Added EP231
338TradSesMethodMethod Added EP231
1022MDFeedTypeMDFeedTyp Added EP231
1629ExposureDurationExpsreDur Added EP231
1916ExposureDurationUnitExpsreDurUnit Conditionally required when ExposureDuration(1629) is specified.Added EP231
1057AggressorIndicatorAgrsrInd Added EP231


Used in components:
[MDStatisticReqGrp][MDStatisticRptGrp]