FIX.Latest_EP287 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.

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Pedigree Added EP191

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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
ComponentInstrmtLegGrpLeg Added EP191
ComponentRelatedInstrumentGrpReltdInstrmt Added EP201
ComponentMDStatisticReqGrpStatsReqYUsed to specify the parameters for the calculation of statistics.Added EP191 Updated EP271
60TransactTimeTxnTm Time that the request was submitted.Added EP191
58TextTxt Added EP191
354EncodedTextLenEncTxtLen Must be set if EncodedText(355) field is specified and must immediately precede it.Added EP191
355EncodedTextEncTxt Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.Added EP191
ComponentStandardTrailerTrlr Added EP191