ASP ASP login

Type: int

Type of statistic value.

Added in protocol FIX.5.0SP2 (EP 191)

Valid values

Value Description Added
1 Count FIX.5.0SP2 (EP 191)
10 Tick FIX.5.0SP2 (EP 191)
11 Average value FIX.5.0SP2 (EP 191)
12 Total value FIX.5.0SP2 (EP 191)
13 High FIX.5.0SP2 (EP 191)
14 Low FIX.5.0SP2 (EP 191)
15 Midpoint FIX.5.0SP2 (EP 191)
16 First FIX.5.0SP2 (EP 191)
17 Last FIX.5.0SP2 (EP 191)
18 Final FIX.5.0SP2 (EP 191)
19 Exchange best FIX.5.0SP2 (EP 191)
2 Average volume FIX.5.0SP2 (EP 191)
20 Exchange best with volume FIX.5.0SP2 (EP 191)
21 Consolidated best FIX.5.0SP2 (EP 191)
22 Consolidated best with volume FIX.5.0SP2 (EP 191)
23 Time weighted average price (TWAP) FIX.5.0SP2 (EP 191)
24 Average duration FIX.5.0SP2 (EP 231)
25 Average price FIX.5.0SP2 (EP 231)
26 Total fees FIX.5.0SP2 (EP 231)
27 Total benefits FIX.5.0SP2 (EP 231)
28 Median value FIX.5.0SP2 (EP 231)
29 Average liquidity FIX.5.0SP2 (EP 231)
3 Total volume FIX.5.0SP2 (EP 191)
30 Median duration FIX.5.0SP2 (EP 231)
4 Distribution FIX.5.0SP2 (EP 191)
5 Ratio FIX.5.0SP2 (EP 191)
6 Liquidity FIX.5.0SP2 (EP 191)
7 Volume weighted average price (VWAP) FIX.5.0SP2 (EP 191)
8 Volatility FIX.5.0SP2 (EP 191)
9 Duration FIX.5.0SP2 (EP 191)

Used in components