| ID | Datatype |
|---|---|
| 2472 | int |
| ID | Name | Value | Description | Supported | Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|---|---|---|---|---|
| 2472001 | BuyersToSellers | 1 | SYNOPSIS:
Buyers to sellers
ELABORATION: | ✓ | FIX.5.0SP2 | 191 | ||||
| 2472002 | UpticksToDownticks | 2 | SYNOPSIS:
Upticks to downticks
ELABORATION: Can also be used with a scope of multiple instruments representing an index. | ✓ | FIX.5.0SP2 | 191 | ||||
| 2472003 | MarketMakerToNonMarketMaker | 3 | SYNOPSIS:
Market maker to non-market maker
ELABORATION: Use to identify share of market making activity. | ✓ | FIX.5.0SP2 | 191 | ||||
| 2472004 | AutomatedToNonAutomated | 4 | SYNOPSIS:
Automated to non-automated
ELABORATION: Use to identify ratio of orders and quotes resulting from automated trading. | ✓ | FIX.5.0SP2 | 191 | ||||
| 2472005 | OrdersToTrades | 5 | SYNOPSIS:
Orders to trades
ELABORATION: Use with scope of trades. | ✓ | FIX.5.0SP2 | 191 | ||||
| 2472006 | QuotesToTrades | 6 | SYNOPSIS:
Quotes to trades
ELABORATION: Use with scope of trades. | ✓ | FIX.5.0SP2 | 191 | ||||
| 2472007 | OrdersAndQuotesToTrades | 7 | SYNOPSIS:
Orders and quotes to trades
ELABORATION: Use with scope of trades. | ✓ | FIX.5.0SP2 | 191 | ||||
| 2472008 | FailedToTotalTradedValue | 8 | SYNOPSIS:
Failed to total traded value
ELABORATION: Total value of failed trades over total traded value. | ✓ | FIX.5.0SP2 | 231 | ||||
| 2472009 | BenefitsToTotalTradedValue | 9 | SYNOPSIS:
Benefits to total traded value
ELABORATION: Total value of all benefits over total traded value. | ✓ | FIX.5.0SP2 | 231 | ||||
| 2472010 | FeesToTotalTradedValue | 10 | SYNOPSIS:
Fees to total traded value
ELABORATION: Total value of all fees excluding rebates over total traded value. | ✓ | FIX.5.0SP2 | 231 | ||||
| 2472011 | TradeVolumeToTotalTradedVolume | 11 | SYNOPSIS:
Trade volume to total traded volume
ELABORATION: Total value of failed trades over total traded value. | ✓ | FIX.5.0SP2 | 236 | ||||
| 2472012 | OrdersToTotalNumberOrders | 12 | SYNOPSIS:
Orders to total number of orders
ELABORATION: Orders pertaining to a type over total number of orders. | ✓ | FIX.5.0SP2 | 236 |