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) |