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DP Market Data Statistics Report

This message is used to provide unsolicited statistical information, or in response to a specific Market Data Statistics Request <35=DO>. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument.

Structure

TagNameTypeRequiredDescription
Component
Required
Component
2453String
Required
Unique message identifier for the report
2452StringUnique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message
2473Int EnumConditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message
325Boolean EnumSet to 'Y' if message is sent as a result of a subscription request not a snapshot request
Component
582Int Enum
75LocalMktDate
1301Exchange
1300String
1396String
1397LengthMust be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it
1398DataEncoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field
1465String
15Currency
2897String Enum
Component
Component
Component
Component
Component
Component
Component
Required
Specifies the resulting statistics information and corresponding statistical parameters
60UTCTimestampTime that the report was provided
58String
354LengthMust be set if EncodedText(355) field is specified and must immediately precede it
355DataEncoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field
Component
Required