Description
The MarketDataStatisticsReport <DP> is used to provide unsolicited statistical information or in response to a specific request. 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
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y |
MsgType = DP |
||
| Component Block - <ApplicationSequenceControl> | N | |||
| 2453 | MDStatisticRptID | Y |
Unique message identifier for the report. |
|
| 2452 | MDStatisticReqID | N |
Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest <DO> message. |
|
| 2473 | MDStatisticRequestResult | N |
Conditionally required if report is sent in response to a MarketDataStatisticsRequest <DO> message. |
|
| 325 | UnsolicitedIndicator | N |
Set to 'Y' if message is sent as a result of a subscription request not a snapshot request |
|
| Component Block - <Parties> | N | |||
| 582 | CustOrderCapacity | N | ||
| 75 | TradeDate | N | ||
| 1301 | MarketID | N | ||
| 1300 | MarketSegmentID | N | ||
| 1396 | MarketSegmentDesc | N | ||
| 1397 | EncodedMktSegmDescLen | N |
Must be set if EncodedMktSegmDesc <1398> field is specified and must immediately precede it. |
|
| 1398 | EncodedMktSegmDesc | N |
Encoded (non-ASCII characters) representation of the MarketSegmentDesc <1396> field in the encoded format specified via the MessageEncoding <347> field. |
|
| 1465 | SecurityListID | N | ||
| 15 | Currency | N | ||
| 2897 | CurrencyCodeSource | N | ||
| Component Block - <Instrument> | N | |||
| Component Block - <InstrumentExtension> | N | |||
| Component Block - <FinancingDetails> | N | |||
| Component Block - <UndInstrmtGrp> | N | |||
| Component Block - <InstrmtLegGrp> | N | |||
| Component Block - <RelatedInstrumentGrp> | N | |||
| Component Block - <MDStatisticRptGrp> | Y |
Specifies the resulting statistics information and corresponding statistical parameters. |
||
| 60 | TransactTime | N |
Time that the report was provided. |
|
| 58 | Text | N | ||
| 354 | EncodedTextLen | N |
Must be set if EncodedText <355> field is specified and must immediately precede it. |
|
| 355 | EncodedText | N |
Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field. |
|
| Component Block - <StandardTrailer> | Y | |||