ASP ASP login

Type: int

Entities used as basis for the statistics.

Added in protocol FIX.5.0SP2 (EP 191)

Valid values

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

Used in components