| ID |
Name |
Abbr |
Presence |
Description |
| 2250 | MDStatisticParameters | StatsPrm | optional | SYNOPSIS:
This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited.
The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range.
ELABORATION:
MDStatisticScope(2457), MDStatisticSubScope(2458) and MDStatisticScopeType(2459) form a set of scope relationships to filter further the type of statistic being requested or being provided.
It should be noted that some of the enumeration values for MDStatisticScopeType(2459) may not be applicable or useful for a given MDStatisticScope(2457) - e.g. MDStatisticScopeType(2459)=4 (Downward move) is more applicable to prices than to orders or trades.
|
| 2475 | MDStatisticID | StatsID |
optional |
SYNOPSIS:
Unique identifier for a statistic.
|
| 2476 | MDStatisticTime | Tm |
optional |
SYNOPSIS:
Time of calculation of a statistic.
|
| 2477 | MDStatisticStatus | Stat |
optional |
SYNOPSIS:
Status for a statistic to indicate its availability.
|
| 2478 | MDStatisticValue | Val |
optional |
SYNOPSIS:
Statistical value.
|
| 2479 | MDStatisticValueType | Typ |
optional |
SYNOPSIS:
Type of statistical value.
|
| 2480 | MDStatisticValueUnit | ValUnit |
optional |
SYNOPSIS:
Unit of time for statistical value.
|