Field MDStatisticIntervalPeriod (2466) - FIX Protocol FIX.5.0SP2 EP240

Type: int

Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day.

Added in protocol FIX.5.0SP2 (191)