MarketDataStatisticsRequest (MsgType = DO, FIXML = MDStatsReq)

The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information.

The resulting data set can be restricted to a specific market, market segment or pre-defined security list for which a single set of statistics will be returned. It is also possible to specify individual instruments or group of instruments by means of the component blocks Instrument, UndInstrmtGrp and InstrmtLegGrp.

Fields specified in the request are used as filter criteria to restrict the resulting data returned.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = DO
2452	MDStatisticReqID	@ReqID	Y	Unique message identifier for the request or the identifier of a previous request when unsubscribing.
263	SubscriptionRequestType	@SubReqTyp	Y	Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information.
<Parties>			N	Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp.
75	TradeDate	@TrdDt	N	Used to specify the business date.
1301	MarketID	@MktID	N	Used to specify a single market.
1300	MarketSegmentID	@MktSegID	N	Used to specify a single 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 MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field.
1465	SecurityListID	@ListID	N	Used to reference an entire group of instruments for which a single set of statistics is to be calculated.
<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
<MDStatisticReqGrp>			Y	Used to specify the parameters for the calculation of statistics.
60	TransactTime	@TxnTm	N	Time that the request was submitted.
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

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