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 <35> = 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