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.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 2456 | Int Enum | |||
| 2457 | Int Enum | |||
| 2458 | Int Enum | |||
| 2459 | Int Enum | |||
| 2454 | String | |||
| 2455 | String | |||
| 2481 | Length | Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it | ||
| 2482 | Data | Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field | ||
| 264 | Int | May be used to specify the market depth up to specified level | ||
| 2460 | Int | Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination | ||
| 2461 | Int Enum | Conditionally required when MDStatisticFrequencyPeriod(2460) is specified | ||
| 2462 | Int | Conditionally required when MDStatisticDelayUnit(2463) is specified | ||
| 2463 | Int Enum | Conditionally required when MDStatisticDelayPeriod(2462) is specified | ||
| 2464 | Int Enum | |||
| 2465 | String Enum | Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit) | ||
| 2466 | Int | Conditionally required if/when MDStatisticIntervalUnit(2467) is specified | ||
| 2467 | Int Enum | Conditionally required when MDStatisticIntervalPeriod(2466) is specified | ||
| 2468 | UTCTimestamp | 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 | ||
| 2469 | UTCTimestamp | 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 | ||
| 2470 | UTCTimeOnly | 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 | ||
| 2471 | UTCTimeOnly | 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 | ||
| 2472 | Int Enum | Conditionally required when MDStatisticType(2456) = 5(Ratio) | ||
| Component | ||||
| 2584 | Int | |||
| 1815 | Int Enum | |||
| 40 | Char Enum | |||
| 59 | Char Enum | |||
| 276 | MultipleStringValue Enum | |||
| 277 | MultipleStringValue Enum | |||
| 54 | Char Enum | |||
| 578 | String | |||
| 336 | String Enum | |||
| 625 | String Enum | |||
| 1024 | Int Enum | |||
| 2711 | Int Enum | |||
| 338 | Int Enum | |||
| 1022 | String | |||
| 1629 | Int | |||
| 1916 | Int Enum | Conditionally required when ExposureDuration(1629) is specified | ||
| 1057 | Boolean Enum |