TagField NameAbbr NameData TypeUnion DatatypeDescriptionPedigree
2458MDStatisticSubScopeSubScopeintReserved100Plus

Sub-scope of the statistics to further reduce the entities used as basis for the statistics.


MDStatisticSubScopeCodeSet
1=

Visible

Only includes visible orders and/or quotes.

Added EP191 [Visible]
2=

Hidden

Only includes hidden orders and/or quotes.

Added EP191 [Hidden]
3=

Indicative

Only includes IOIs and non-tradable quotes.

Added EP191 [Indicative]
4=

Tradeable

Excludes IOIs and indicative quotes.

Added EP191 [Tradeable]
5=

Passive

Only includes resting orders and tradeable quotes.

Added EP191 [Passive]
6=

Market consensus

Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band.

Added EP191 [MarketConsensus]
7=

Power

Outages due to power failure.

Added EP231 [Power]
8=

Hardware error

Outages due to a hardware malfunction or failure.

Added EP231 [HardwareError]
9=

Software error

Outages due to a software malfunction or failure.

Added EP231 [SoftwareError]
10=

Network error

Outages due to network error.

Added EP231 [NetworkError]
11=

Failed

Transaction voided by the execution venue.

Added EP231 [Failed]
12=

Executed

Total or partial execution of an order or quote.

Added EP231 [Executed]
13=

Entered

Order or quote entry.

Added EP231 [Entered]
14=

Modified

Order or quote modification.

Added EP231 [Modified]
15=

Cancelled

Order or quote cancellation.

Added EP231 [Cancelled]
16=

Market data access

Added EP231 [MarketDataAccess]
17=

Terminal access

Added EP231 [TerminalAccess]
18=

Volume

Specifies sub-scope of market data per volume.

Added EP231 [Volume]
19=

Cleared

Cleared trade.

Added EP231 [Cleared]
20=

Settled

Settled trade.

Added EP231 [Settled]
21=

Other

Any other fees incurred by the client.

Added EP231 [Other]
22=

Monetary

Monetary benefits offered to the clients.

Added EP231 [Monetary]
23=

Non-monetary

Non-monetary benefits offered to the clients

Added EP231 [NonMonetary]
24=

Gross

Total fees excluding rebates and discounts.

Added EP231 [Gross]
25=

Large in scale

Means an order classified as large in scale in accordance with a regulatory definition.

Added EP231 [LargeInScale]
26=

Neither hidden nor large in scale

Excluding orders pending disclosures and LIS.

Added EP231 [NeitherHiddenNorLargeInScale]
27=

Corporate action

Specifies type of trading suspension.

Added EP231 [CorporateAction]
28=

Venue decision

Specifies type of trading suspension.

Added EP231 [VenueDecision]
29=

Minimum time period

Minimum time period for the event defined by scope.

Added EP231 [MinimumTimePeriod]
30=

Open

Open status of RFQs (request for quotes), no quotes have been provided.

Added EP231 [Open]
31=

Not executed

Orders or quotes that didn't execute.

Added EP231 [NotExecuted]
32=

Aggressive

Order or Quote entered into the order book that took liquidity.

Added EP236 [Aggressive]
33=

Directed

An order where execution venue is specified by the client.

Added EP236 [Directed]
Added EP191

Used in components:
[MDStatisticParameters]