TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2457MDStatisticScopeScopeintReserved100Plus

Entities used as basis for the statistics.


MDStatisticScopeCodeSet
1=

Bid prices

Added EP191 [BidPrices]
2=

Offer prices

Added EP191 [OfferPrices]
3=

Bid depth

Added EP191 [BidDepth]
4=

Offer depth

Added EP191 [OfferDepth]
5=

Orders

Added EP191 [Orders]
6=

Quotes

Added EP191 [Quotes]
7=

Orders and Quotes

Added EP191 [OrdersAndQuotes]
8=

Trades

Added EP191 [Trades]
9=

Trade prices

Added EP191 [TradePrices]
10=

Auction prices

Added EP191 [AuctionPrices]
11=

Opening prices

Added EP191 [OpeningPrices]
12=

Closing prices

Added EP191 [ClosingPrices]
13=

Settlement prices

Added EP191 [SettlementPrices]
14=

Underlying prices

Added EP191 [UnderlyingPrices]
15=

Open interest

Added EP191 [OpenInterest]
16=

Index values

Added EP191 [IndexValues]
17=

Margin rates

Added EP191 [MarginRates]
18=

Outages

System halt due to a technical malfunction or failure.

Added EP231 [Outages]
19=

Scheduled auctions

Added EP231 [ScheduledAuctions]
20=

Reference prices

Added EP231 [ReferencePrices]
21=

Trade value

Trade size multiplied by price.

Added EP231 [TradeValue]
22=

Market data fee items

Fees related to market data access.

Added EP231 [MarketDataFeeItems]
23=

Rebates

Rebate items offered to the client.

Added EP231 [Rebates]
24=

Discounts

Discounts offered to the client.

Added EP231 [Discounts]
25=

Payments

Other benefits offered to the client.

Added EP231 [Payments]
26=

Taxes

Taxes incurred.

Added EP231 [Taxes]
27=

Levies

Levies incurred.

Added EP231 [Levies]
28=

Benefits

Benefits offered to the client.

Added EP231 [Benefits]
29=

Fees

Added EP231 [Fees]
30=

Orders and RFQs (Request for quotes)

Added EP231 [OrdersRFQs]
31=

Market makers

Added EP231 [MarketMakers]
32=

Trading interruptions

Disruption in trading due to an automatic or manual decision.

Added EP231 [TradingInterruptions]
33=

Trading suspensions

An instrument is deliberately prevented from being quoted or traded due to a decision by execution venue or a competent authority.

Added EP231 [TradingSuspensions]
34=

No quotes

Period of no quotes received.

Added EP231 [NoQuotes]
35=

Request for quotes

Added EP231 [RequestForQuotes]
36=

Trade volume

Quantity traded.

Added EP236 [TradeVolume]
Added EP191

Used in components:
[MDStatisticParameters]