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 |
---|---|---|---|---|
Component | ||||
Component | ||||
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 |