Code Set MDStatisticSubScopeCodeSet Scenario base

SYNOPSIS: Sub-scope of the statistics to further reduce the entities used as basis for the statistics.

ID Datatype
2458int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
2458001Visible1SYNOPSIS: Visible
ELABORATION: Only includes visible orders and/or quotes.
✓FIX.5.0SP2191
2458002Hidden2SYNOPSIS: Hidden
ELABORATION: Only includes hidden orders and/or quotes.
✓FIX.5.0SP2191
2458003Indicative3SYNOPSIS: Indicative
ELABORATION: Only includes IOIs and non-tradable quotes.
✓FIX.5.0SP2191
2458004Tradeable4SYNOPSIS: Tradeable
ELABORATION: Excludes IOIs and indicative quotes.
✓FIX.5.0SP2191
2458005Passive5SYNOPSIS: Passive
ELABORATION: Only includes resting orders and tradeable quotes.
✓FIX.5.0SP2191
2458006MarketConsensus6SYNOPSIS: Market consensus
ELABORATION: Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band.
✓FIX.5.0SP2191
2458007Power7SYNOPSIS: Power
ELABORATION: Outages due to power failure.
✓FIX.5.0SP2231
2458008HardwareError8SYNOPSIS: Hardware error
ELABORATION: Outages due to a hardware malfunction or failure.
✓FIX.5.0SP2231
2458009SoftwareError9SYNOPSIS: Software error
ELABORATION: Outages due to a software malfunction or failure.
✓FIX.5.0SP2231
2458010NetworkError10SYNOPSIS: Network error
ELABORATION: Outages due to network error.
✓FIX.5.0SP2231
2458011Failed11SYNOPSIS: Failed
ELABORATION: Transaction voided by the execution venue.
✓FIX.5.0SP2231
2458012Executed12SYNOPSIS: Executed
ELABORATION: Total or partial execution of an order or quote.
✓FIX.5.0SP2231
2458013Entered13SYNOPSIS: Entered
ELABORATION: Order or quote entry.
✓FIX.5.0SP2231
2458014Modified14SYNOPSIS: Modified
ELABORATION: Order or quote modification.
✓FIX.5.0SP2231
2458015Cancelled15SYNOPSIS: Cancelled
ELABORATION: Order or quote cancellation.
✓FIX.5.0SP2231
2458016MarketDataAccess16SYNOPSIS: Market data access
✓FIX.5.0SP2231
2458017TerminalAccess17SYNOPSIS: Terminal access
✓FIX.5.0SP2231
2458018Volume18SYNOPSIS: Volume
ELABORATION: Specifies sub-scope of market data per volume.
✓FIX.5.0SP2231
2458019Cleared19SYNOPSIS: Cleared
ELABORATION: Cleared trade.
✓FIX.5.0SP2231
2458020Settled20SYNOPSIS: Settled
ELABORATION: Settled trade.
✓FIX.5.0SP2231
2458021Other21SYNOPSIS: Other
ELABORATION: Any other fees incurred by the client.
✓FIX.5.0SP2231
2458022Monetary22SYNOPSIS: Monetary
ELABORATION: Monetary benefits offered to the clients.
✓FIX.5.0SP2231
2458023NonMonetary23SYNOPSIS: Non-monetary
ELABORATION: Non-monetary benefits offered to the clients
✓FIX.5.0SP2231
2458024Gross24SYNOPSIS: Gross
ELABORATION: Total fees excluding rebates and discounts.
✓FIX.5.0SP2231
2458025LargeInScale25SYNOPSIS: Large in scale
ELABORATION: Means an order classified as large in scale in accordance with a regulatory definition.
✓FIX.5.0SP2231
2458026NeitherHiddenNorLargeInScale26SYNOPSIS: Neither hidden nor large in scale
ELABORATION: Excluding orders pending disclosures and LIS.
✓FIX.5.0SP2231
2458027CorporateAction27SYNOPSIS: Corporate action
ELABORATION: Specifies type of trading suspension.
✓FIX.5.0SP2231
2458028VenueDecision28SYNOPSIS: Venue decision
ELABORATION: Specifies type of trading suspension.
✓FIX.5.0SP2231
2458029MinimumTimePeriod29SYNOPSIS: Minimum time period
ELABORATION: Minimum time period for the event defined by scope.
✓FIX.5.0SP2231
2458030Open30SYNOPSIS: Open
ELABORATION: Open status of RFQs (request for quotes), no quotes have been provided.
✓FIX.5.0SP2231
2458031NotExecuted31SYNOPSIS: Not executed
ELABORATION: Orders or quotes that didn't execute.
✓FIX.5.0SP2231
2458032Aggressive32SYNOPSIS: Aggressive
ELABORATION: Order or Quote entered into the order book that took liquidity.
✓FIX.5.0SP2236
2458033Directed33SYNOPSIS: Directed
ELABORATION: An order where execution venue is specified by the client.
✓FIX.5.0SP2236