Code Set MDStatisticScopeCodeSet Scenario base

SYNOPSIS: Entities used as basis for the statistics.

ID Datatype
2457int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
2457001BidPrices1SYNOPSIS: Bid prices
✓FIX.5.0SP2191
2457002OfferPrices2SYNOPSIS: Offer prices
✓FIX.5.0SP2191
2457003BidDepth3SYNOPSIS: Bid depth
✓FIX.5.0SP2191
2457004OfferDepth4SYNOPSIS: Offer depth
✓FIX.5.0SP2191
2457005Orders5SYNOPSIS: Orders
✓FIX.5.0SP2191
2457006Quotes6SYNOPSIS: Quotes
✓FIX.5.0SP2191
2457007OrdersAndQuotes7SYNOPSIS: Orders and Quotes
✓FIX.5.0SP2191
2457008Trades8SYNOPSIS: Trades
✓FIX.5.0SP2191
2457009TradePrices9SYNOPSIS: Trade prices
✓FIX.5.0SP2191
2457010AuctionPrices10SYNOPSIS: Auction prices
✓FIX.5.0SP2191
2457011OpeningPrices11SYNOPSIS: Opening prices
✓FIX.5.0SP2191
2457012ClosingPrices12SYNOPSIS: Closing prices
✓FIX.5.0SP2191
2457013SettlementPrices13SYNOPSIS: Settlement prices
✓FIX.5.0SP2191
2457014UnderlyingPrices14SYNOPSIS: Underlying prices
✓FIX.5.0SP2191
2457015OpenInterest15SYNOPSIS: Open interest
✓FIX.5.0SP2191
2457016IndexValues16SYNOPSIS: Index values
✓FIX.5.0SP2191
2457017MarginRates17SYNOPSIS: Margin rates
✓FIX.5.0SP2191
2457018Outages18SYNOPSIS: Outages
ELABORATION: System halt due to a technical malfunction or failure.
✓FIX.5.0SP2231
2457019ScheduledAuctions19SYNOPSIS: Scheduled auctions
✓FIX.5.0SP2231
2457020ReferencePrices20SYNOPSIS: Reference prices
✓FIX.5.0SP2231
2457021TradeValue21SYNOPSIS: Trade value
ELABORATION: Trade size multiplied by price.
✓FIX.5.0SP2231
2457022MarketDataFeeItems22SYNOPSIS: Market data fee items
ELABORATION: Fees related to market data access.
✓FIX.5.0SP2231
2457023Rebates23SYNOPSIS: Rebates
ELABORATION: Rebate items offered to the client.
✓FIX.5.0SP2231
2457024Discounts24SYNOPSIS: Discounts
ELABORATION: Discounts offered to the client.
✓FIX.5.0SP2231
2457025Payments25SYNOPSIS: Payments
ELABORATION: Other benefits offered to the client.
✓FIX.5.0SP2231
2457026Taxes26SYNOPSIS: Taxes
ELABORATION: Taxes incurred.
✓FIX.5.0SP2231
2457027Levies27SYNOPSIS: Levies
ELABORATION: Levies incurred.
✓FIX.5.0SP2231
2457028Benefits28SYNOPSIS: Benefits
ELABORATION: Benefits offered to the client.
✓FIX.5.0SP2231
2457029Fees29SYNOPSIS: Fees
✓FIX.5.0SP2231
2457030OrdersRFQs30SYNOPSIS: Orders and RFQs (Request for quotes)
✓FIX.5.0SP2231
2457031MarketMakers31SYNOPSIS: Market makers
✓FIX.5.0SP2231
2457032TradingInterruptions32SYNOPSIS: Trading interruptions
ELABORATION: Disruption in trading due to an automatic or manual decision.
✓FIX.5.0SP2231
2457033TradingSuspensions33SYNOPSIS: Trading suspensions
ELABORATION: An instrument is deliberately prevented from being quoted or traded due to a decision by execution venue or a competent authority.
✓FIX.5.0SP2231
2457034NoQuotes34SYNOPSIS: No quotes
ELABORATION: Period of no quotes received.
✓FIX.5.0SP2231
2457035RequestForQuotes35SYNOPSIS: Request for quotes
✓FIX.5.0SP2231
2457036TradeVolume36SYNOPSIS: Trade volume
ELABORATION: Quantity traded.
✓FIX.5.0SP2236