Type: int
Ratios between various entities.
Added in protocol FIX.5.0SP2 (191)
Valid values
Value | Description | Added |
---|---|---|
1 | Buyers to sellers | FIX.5.0SP2 (191) |
10 | Fees to total traded value | FIX.5.0SP2 (231) |
11 | Trade volume to total traded volume | FIX.5.0SP2 (236) |
12 | Orders to total number of orders | FIX.5.0SP2 (236) |
2 | Upticks to downticks | FIX.5.0SP2 (191) |
3 | Market maker to non-market maker | FIX.5.0SP2 (191) |
4 | Automated to non-automated | FIX.5.0SP2 (191) |
5 | Orders to trades | FIX.5.0SP2 (191) |
6 | Quotes to trades | FIX.5.0SP2 (191) |
7 | Orders and quotes to trades | FIX.5.0SP2 (191) |
8 | Failed to total traded value | FIX.5.0SP2 (231) |
9 | Benefits to total traded value | FIX.5.0SP2 (231) |