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This component block is used within the MarketDataStatisticsReport(35=DP) message to provide results together with the related set of parameters.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
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| 2474 | NoMDStatistics | StatsRpt | N |
Number of market data statistics. |
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| => | <MDStatisticParameters> | N |
Required if NoMDStatistics(2474) > 0. |
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| => | 2475 | MDStatisticID | @StatsID | C |
Required if NoMDStatistics(2474) > 0. |
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| => | 2476 | MDStatisticTime | @Tm | N |
Conditionally required when MDStatisticValue(2478) is specified. |
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| => | 2477 | MDStatisticStatus | @Stat | N |
May be used when sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. If not specified the default is MDStatisticStatus(2477)=1 (Active). |
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| => | 2478 | MDStatisticValue | @Val | N |
Conditionally required unless sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. |
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| => | 2479 | MDStatisticValueType | @Typ | N |
Type of statistical value. |
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| => | 2480 | MDStatisticValueUnit | @ValUnit | N |
Unit of time for statistical value. |
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