| ID |
Name |
Abbr |
Presence |
Description |
| 2456 | MDStatisticType | Typ |
required |
SYNOPSIS:
Type of statistic value.
|
| 2457 | MDStatisticScope | Scope |
required |
SYNOPSIS:
Entities used as basis for the statistics.
|
| 2458 | MDStatisticSubScope | SubScope |
optional |
SYNOPSIS:
Sub-scope of the statistics to further reduce the entities used as basis for the statistics.
|
| 2459 | MDStatisticScopeType | ScopeTyp |
optional |
SYNOPSIS:
Scope details of the statistics to reduce the number of events being used as basis for the statistics.
|
| 2454 | MDStatisticName | StatsNme |
optional |
SYNOPSIS:
The short name or acronym for a set of statistic parameters.
|
| 2455 | MDStatisticDesc | Desc |
optional |
SYNOPSIS:
Can be used to provide an optional textual description for a statistic.
|
| 2481 | EncodedMDStatisticDescLen | EncDescLen |
optional |
SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field.
|
| 2482 | EncodedMDStatisticDesc | EncDesc |
optional |
SYNOPSIS:
Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field.
|
| 264 | MarketDepth | MktDepth |
optional |
SYNOPSIS:
Depth of market for Book Snapshot / Incremental updates
0 - full book depth
1 - top of book
2 and above - book depth (number of levels)
|
| 2460 | MDStatisticFrequencyPeriod | FreqPeriod |
optional |
SYNOPSIS:
Dissemination frequency of statistics.
Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs).
|
| 2461 | MDStatisticFrequencyUnit | FreqUnit |
optional |
SYNOPSIS:
Time unit for MDStatisticFrequencyPeriod(2460).
|
| 2462 | MDStatisticDelayPeriod | DelayPeriod |
optional |
SYNOPSIS:
Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication.
|
| 2463 | MDStatisticDelayUnit | DelayUnit |
optional |
SYNOPSIS:
Time unit for MDStatisticDelayPeriod(2462).
|
| 2464 | MDStatisticIntervalType | IntvlTyp |
required |
SYNOPSIS:
Type of interval over which statistic is calculated.
|
| 2465 | MDStatisticIntervalTypeUnit | IntvlTypUnit |
optional |
SYNOPSIS:
Time unit for MDStatisticIntervalType(2464).
|
| 2466 | MDStatisticIntervalPeriod | IntvlPeriod |
optional |
SYNOPSIS:
Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day.
|
| 2467 | MDStatisticIntervalUnit | IntvlUnit |
optional |
SYNOPSIS:
Time unit for MDStatisticIntervalPeriod(2466).
|
| 2468 | MDStatisticStartDate | StartDt |
optional |
SYNOPSIS:
First day of range for which statistical data is collected.
|
| 2469 | MDStatisticEndDate | EndDt |
optional |
SYNOPSIS:
Last day of range for which statistical data is collected.
|
| 2470 | MDStatisticStartTime | StartTm |
optional |
SYNOPSIS:
Start time of the time range for which statistical data is collected.
|
| 2471 | MDStatisticEndTime | EndTm |
optional |
SYNOPSIS:
End time of the time range for which statistical data is collected.
|
| 2472 | MDStatisticRatioType | RatioTyp |
optional |
SYNOPSIS:
Ratios between various entities.
|
| 1008 | NestedParties | Pty | optional | SYNOPSIS:
The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.
ELABORATION:
|
| 2584 | AnnualTradingBusinessDays | AnnlTrdgBizDays |
optional |
SYNOPSIS:
Number of trading business days in a year.
|
| 1815 | TradingCapacity | TrdgCpcty |
optional |
SYNOPSIS:
Designates the capacity in which the order is submitted for trading by the market participant.
|
| 40 | OrdType | OrdTyp |
optional |
SYNOPSIS:
Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
|
| 59 | TimeInForce | TmInForce |
optional |
SYNOPSIS:
Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.
|
| 276 | QuoteCondition | QCond |
optional |
SYNOPSIS:
Space-delimited list of conditions describing a quote.
|
| 277 | TradeCondition | TrdCond |
optional |
SYNOPSIS:
Type of market data entry.
|
| 54 | Side | Side |
optional |
SYNOPSIS:
Side of order (see Volume : "Glossary" for value definitions)
|
| 578 | TradeInputSource | InptSrc |
optional |
SYNOPSIS:
Type of input device or system from which the trade was entered.
|
| 336 | TradingSessionID | SesID |
optional |
SYNOPSIS:
Identifier for a trading session.
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.
To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).
Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
|
| 625 | TradingSessionSubID | SesSub |
optional |
SYNOPSIS:
Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
|
| 1024 | MDOriginType | MDOrigTyp |
optional |
SYNOPSIS:
Used to describe the origin of the market data entry.
|
| 2711 | MDValueTier | Tier |
optional |
SYNOPSIS:
Describes the reporting ranges for executed transactions.
ELABORATION:
In context of ESMA RTS 27 Article 9, the execution venue is required to report on transactions within several size ranges (in terms of a value and currency). The thresholds for these ranges are dependent on the type of financial instrument.
|
| 338 | TradSesMethod | Method |
optional |
SYNOPSIS:
Method of trading
|
| 1022 | MDFeedType | MDFeedTyp |
optional |
SYNOPSIS:
Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative
|
| 1629 | ExposureDuration | ExpsreDur |
optional |
SYNOPSIS:
This is the time in seconds of a "Good for Time" (GFT) TimeInForce.
Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired).
Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours).
For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire).
|
| 1916 | ExposureDurationUnit | ExpsreDurUnit |
optional |
SYNOPSIS:
Time unit in which the ExposureDuration(1629) is expressed.
|
| 1057 | AggressorIndicator | AgrsrInd |
optional |
SYNOPSIS:
Used to identify whether the order initiator is an aggressor or not in the trade.
|