Type: int

Type of statistics

Added in protocol FIX.5.0 (EP 47)

See in: FIX.5.0SP1, FIX.5.0SP2 EP240.

Valid values

Value Description Added
1 Exchange Last FIX.5.0 (EP 47)
2 High / Low Price FIX.5.0 (EP 47)
3 Average Price (VWAP, TWAP … ) FIX.5.0 (EP 47)
4 Turnover (Price * Qty) FIX.5.0 (EP 47)

Used in components