FIX.Latest_EP272 Message

MarketDataStatisticsRequest [type 'DO']

<MDStatsReq>

The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information.

more

Pedigree Added EP191

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType=DOAdded EP191
2452MDStatisticReqIDReqIDYUnique message identifier for the request or the identifier of a previous request when unsubscribing.Added EP191
263SubscriptionRequestTypeSubReqTypYUsed to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information.Added EP191
ComponentPartiesPty Added EP191
75TradeDateTrdDt Used to specify the business date.Added EP191
1301MarketIDMktID Used to specify a single market.Added EP191
1300MarketSegmentIDMktSegID Used to specify a single market segment.Added EP191
1396MarketSegmentDescMarketSegmentDesc Added EP191
1397EncodedMktSegmDescLenEncodedMktSegmDescLen Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it.Added EP191
1398EncodedMktSegmDescEncodedMktSegmDesc Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field.Added EP191
1465SecurityListIDListID Used to reference an entire group of instruments for which a single set of statistics is to be calculated.Added EP191
ComponentInstrumentInstrmt Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated.Added EP191
ComponentInstrumentExtensionInstrmtExt Added EP201
ComponentFinancingDetailsFinDetls Added EP201
ComponentUndInstrmtGrpUndly Added EP191