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