The MarketDataStatisticsRequest (DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID (2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information.
Added in protocol FIX.5.0SP2 (191)
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType=DO | Y | FIX.5.0SP2 (191) | |
| 2452 | MDStatisticReqID | Unique message identifier for the request or the identifier of a previous request when unsubscribing. | Y | FIX.5.0SP2 (191) | |
| 263 | SubscriptionRequestType | Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information. | Y | FIX.5.0SP2 (191) | |
| 75 | TradeDate | Used to specify the business date. | FIX.5.0SP2 (191) | ||
| 1301 | MarketID | Used to specify a single market. | FIX.5.0SP2 (191) | ||
| 1300 | MarketSegmentID | Used to specify a single market segment. | FIX.5.0SP2 (191) | ||
| 1396 | MarketSegmentDesc | FIX.5.0SP2 (191) | |||
| 1397 | EncodedMktSegmDescLen | Must be set if EncodedMktSegmDesc (1398) field is specified and must immediately precede it. | FIX.5.0SP2 (191) | ||
| 1398 | EncodedMktSegmDesc | Encoded (non-ASCII characters) representation of the MarketSegmentDesc (1396) field in the encoded format specified via the MessageEncoding (347) field. | FIX.5.0SP2 (191) | ||
| 1465 | SecurityListID | Used to reference an entire group of instruments for which a single set of statistics is to be calculated. | FIX.5.0SP2 (191) | ||
| Block | Instrument | Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated. | FIX.5.0SP2 (191) | ||
| Block | InstrumentExtension | FIX.5.0SP2 (201) | |||
| Block | FinancingDetails | FIX.5.0SP2 (201) | |||
| BlockRepeating | UndInstrmtGrp | FIX.5.0SP2 (191) | |||
| BlockRepeating | InstrmtLegGrp | FIX.5.0SP2 (191) | |||
| BlockRepeating | RelatedInstrumentGrp | FIX.5.0SP2 (201) | |||
| BlockRepeating | MDStatisticReqGrp | Used to specify the parameters for the calculation of statistics. | FIX.5.0SP2 (191) | ||
| 60 | TransactTime | Time that the request was submitted. | FIX.5.0SP2 (191) | ||
| 58 | Text | FIX.5.0SP2 (191) | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.5.0SP2 (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 (191) | ||
| Block | StandardTrailer | FIX.5.0SP2 (191) |