This message is used to request statistical data. The simple form is to set MDStatisticID (2475) to an identifier assigned by the marketplace which denotes a pre-defined statistical report. The request can also define a number of parameters for the desired statistical information.
The resulting data set can be restricted to a specific market, market segment or pre-defined security list for which a single set of statistics will be returned. It is also possible to specify individual instruments or groups of instruments by using the Instrument, UndInstrmtGrp and InstrmtLegGrp components.
Fields specified in the request are used as criteria to filter the resulting data.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 2452 | String | Unique message identifier for the request or the identifier of a previous request when unsubscribing | ||
| 263 | Char Enum | Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information | ||
| Component | ||||
| 75 | LocalMktDate | Used to specify the business date | ||
| 1301 | Exchange | Used to specify a single market | ||
| 1300 | String | Used to specify a single market segment | ||
| 1396 | String | |||
| 1397 | Length | Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it | ||
| 1398 | Data | Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field | ||
| 1465 | String | Used to reference an entire group of instruments for which a single set of statistics is to be calculated | ||
| Component | Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated | |||
| Component | ||||
| Component | ||||
| Component | ||||
| Component | ||||
| Component | ||||
| Component | Used to specify the parameters for the calculation of statistics | |||
| 60 | UTCTimestamp | Time that the request was submitted | ||
| 58 | String | |||
| 354 | Length | Must be set if EncodedText(355) field is specified and must immediately precede it | ||
| 355 | Data | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field | ||
| Component |