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.
Tag | Name | Type | Required | Description |
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2453 | String | Unique message identifier for the report | ||
2452 | String | Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message | ||
2473 | Int Enum | Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message | ||
325 | Boolean Enum | Set to 'Y' if message is sent as a result of a subscription request not a snapshot request | ||
Component | ||||
582 | Int Enum | |||
75 | LocalMktDate | |||
1301 | Exchange | |||
1300 | String | |||
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 MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field | ||
1465 | String | |||
15 | Currency | |||
2897 | String Enum | |||
Component | ||||
Component | ||||
Component | ||||
Component | ||||
Component | ||||
Component | ||||
Component | Specifies the resulting statistics information and corresponding statistical parameters | |||
60 | UTCTimestamp | Time that the report was provided | ||
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 |