Type: int
Entities used as basis for the statistics.
Added in protocol FIX.5.0SP2 (191)
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Bid prices | FIX.5.0SP2 (191) |
| 10 | Auction prices | FIX.5.0SP2 (191) |
| 11 | Opening prices | FIX.5.0SP2 (191) |
| 12 | Closing prices | FIX.5.0SP2 (191) |
| 13 | Settlement prices | FIX.5.0SP2 (191) |
| 14 | Underlying prices | FIX.5.0SP2 (191) |
| 15 | Open interest | FIX.5.0SP2 (191) |
| 16 | Index values | FIX.5.0SP2 (191) |
| 17 | Margin rates | FIX.5.0SP2 (191) |
| 18 | Outages | FIX.5.0SP2 (231) |
| 19 | Scheduled auctions | FIX.5.0SP2 (231) |
| 2 | Offer prices | FIX.5.0SP2 (191) |
| 20 | Reference prices | FIX.5.0SP2 (231) |
| 21 | Trade value | FIX.5.0SP2 (231) |
| 22 | Market data fee items | FIX.5.0SP2 (231) |
| 23 | Rebates | FIX.5.0SP2 (231) |
| 24 | Discounts | FIX.5.0SP2 (231) |
| 25 | Payments | FIX.5.0SP2 (231) |
| 26 | Taxes | FIX.5.0SP2 (231) |
| 27 | Levies | FIX.5.0SP2 (231) |
| 28 | Benefits | FIX.5.0SP2 (231) |
| 29 | Fees | FIX.5.0SP2 (231) |
| 3 | Bid depth | FIX.5.0SP2 (191) |
| 30 | Orders and RFQs (Request for quotes) | FIX.5.0SP2 (231) |
| 31 | Market makers | FIX.5.0SP2 (231) |
| 32 | Trading interruptions | FIX.5.0SP2 (231) |
| 33 | Trading suspensions | FIX.5.0SP2 (231) |
| 34 | No quotes | FIX.5.0SP2 (231) |
| 35 | Request for quotes | FIX.5.0SP2 (231) |
| 36 | Trade volume | FIX.5.0SP2 (236) |
| 4 | Offer depth | FIX.5.0SP2 (191) |
| 5 | Orders | FIX.5.0SP2 (191) |
| 6 | Quotes | FIX.5.0SP2 (191) |
| 7 | Orders and Quotes | FIX.5.0SP2 (191) |
| 8 | Trades | FIX.5.0SP2 (191) |
| 9 | Trade prices | FIX.5.0SP2 (191) |