The MarketDataStatisticsReport (DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument.
Added in protocol FIX.5.0SP2 (EP 191)
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = DP | Y | FIX.5.0SP2 (EP 191) | |
| Block | ApplicationSequenceControl | FIX.5.0SP2 (EP 191) | |||
| 2453 | MDStatisticRptID | Unique message identifier for the report. | Y | FIX.5.0SP2 (EP 191) | |
| 2452 | MDStatisticReqID | Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest (DO) message. | FIX.5.0SP2 (EP 191) | ||
| 2473 | MDStatisticRequestResult | Conditionally required if report is sent in response to a MarketDataStatisticsRequest (DO) message. | FIX.5.0SP2 (EP 191) | ||
| 325 | UnsolicitedIndicator | Set to ‘Y’ if message is sent as a result of a subscription request not a snapshot request | FIX.5.0SP2 (EP 191) | ||
| BlockRepeating | Parties | FIX.5.0SP2 (EP 191) | |||
| 582 | CustOrderCapacity | FIX.5.0SP2 (EP 236) | |||
| 75 | TradeDate | FIX.5.0SP2 (EP 191) | |||
| 1301 | MarketID | FIX.5.0SP2 (EP 191) | |||
| 1300 | MarketSegmentID | FIX.5.0SP2 (EP 191) | |||
| 1396 | MarketSegmentDesc | FIX.5.0SP2 (EP 191) | |||
| 1397 | EncodedMktSegmDescLen | Must be set if EncodedMktSegmDesc (1398) field is specified and must immediately precede it. | FIX.5.0SP2 (EP 191) | ||
| 1398 | EncodedMktSegmDesc | Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding (347) field. | FIX.5.0SP2 (EP 191) | ||
| 1465 | SecurityListID | FIX.5.0SP2 (EP 191) | |||
| 15 | Currency | FIX.5.0SP2 (EP 236) | |||
| Block | Instrument | FIX.5.0SP2 (EP 191) | |||
| Block | InstrumentExtension | FIX.5.0SP2 (EP 201) | |||
| Block | FinancingDetails | FIX.5.0SP2 (EP 201) | |||
| BlockRepeating | UndInstrmtGrp | FIX.5.0SP2 (EP 191) | |||
| BlockRepeating | InstrmtLegGrp | FIX.5.0SP2 (EP 191) | |||
| BlockRepeating | RelatedInstrumentGrp | FIX.5.0SP2 (EP 201) | |||
| BlockRepeating | MDStatisticRptGrp | Specifies the resulting statistics information and corresponding statistical parameters. | Y | FIX.5.0SP2 (EP 191) | |
| 60 | TransactTime | Time that the report was provided. | FIX.5.0SP2 (EP 191) | ||
| 58 | Text | FIX.5.0SP2 (EP 191) | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.5.0SP2 (EP 191) | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.5.0SP2 (EP 191) | ||
| Block | StandardTrailer | Y | FIX.5.0SP2 (EP 191) |