Code Set MDStatisticIntervalTypeCodeSet Scenario base

SYNOPSIS: Type of interval over which statistic is calculated.

ID Datatype
2464int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
2464001SlidingWindow1SYNOPSIS: Sliding window
ELABORATION: Window is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466).
FIX.5.0SP2191
2464002SlidingWindowPeak2SYNOPSIS: Sliding window peak
ELABORATION: Highest value of all sliding windows across date and/or time range. Omission of date/time range represents current day.
FIX.5.0SP2191
2464003FixedDateRange3SYNOPSIS: Fixed date range
ELABORATION: Interval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days.
FIX.5.0SP2191
2464004FixedTimeRange4SYNOPSIS: Fixed time range
ELABORATION: Interval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471).
FIX.5.0SP2191
2464005CurrentTimeUnit5SYNOPSIS: Current time unit
ELABORATION: Relative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465).
FIX.5.0SP2191
2464006PreviousTimeUnit6SYNOPSIS: Previous time unit
ELABORATION: Relative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465).
FIX.5.0SP2191
2464007MaximumRange7SYNOPSIS: Maximum range
ELABORATION: Use to convey record values over the lifetime of the system or venue.
FIX.5.0SP2191
2464008MaximumRangeUpToPreviousTimeUnit8SYNOPSIS: Maximum range up to previous time unit
ELABORATION: Use to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465)
FIX.5.0SP2191