MarketDataStatisticsReport (MsgType = DP, FIXML = MDStatsRpt)

The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = DP
<ApplicationSequenceControl>			N
2453	MDStatisticRptID	@RptID	Y	Unique message identifier for the report.
2452	MDStatisticReqID	@ReqID	N	Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message.
2473	MDStatisticRequestResult	@ReqRslt	N	Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message.
325	UnsolicitedIndicator	@Unsol	N	Set to 'Y' if message is sent as a result of a subscription request not a snapshot request
<Parties>			N	Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp.
582	CustOrderCapacity	@CustCpcty	N	Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes.
75	TradeDate	@TrdDt	N	Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
1301	MarketID	@MktID	N	Identifies the market
1300	MarketSegmentID	@MktSegID	N	Identifies the market segment
1396	MarketSegmentDesc	@MarketSegmentDesc	N	Description or name of Market Segment
1397	EncodedMktSegmDescLen	@EncodedMktSegmDescLen	N	Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it.
1398	EncodedMktSegmDesc	@EncodedMktSegmDesc	N	Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field.
1465	SecurityListID	@ListID	N	Specifies an identifier for a Security List
15	Currency	@Ccy	N	Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible. For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s).
2897	CurrencyCodeSource	@CcySrc	N	Identifies class or source of the Currency(15) value.
<Instrument>			N
<InstrumentExtension>			N
<FinancingDetails>			N
<UndInstrmtGrp>			N	Free form text to specify additional information or enumeration description when a standard value does not apply.
<InstrmtLegGrp>			N	Relevant settled entity matrix source.
<RelatedInstrumentGrp>			N	The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
<MDStatisticRptGrp>			Y	Specifies the resulting statistics information and corresponding statistical parameters.
60	TransactTime	@TxnTm	N	Time that the report was provided.
58	Text	@Txt	N	Free format text string (Note: this field does not have a specified maximum length)
354	EncodedTextLen	@EncTxtLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	@EncTxt	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
<Standard Message Trailer>			Y

All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.