Skip to content
FIXtags

FIX TAG 2457

MDStatisticScope

intAdded FIX.5.0SP2 · EP191

Definition

Entities used as basis for the statistics.

Compare versions

Differences between the selected source snapshots, including wording and errata; not a migration guide.

FIX 5.0 SP2 FIX Latest · EP309

This tag is not present in the FIX 5.0 SP2 source. There is no definition or value list to compare.

Values 36

ValueMeaning
1

Bid prices

2

Offer prices

3

Bid depth

4

Offer depth

5

Orders

6

Quotes

7

Orders and Quotes

8

Trades

9

Trade prices

10

Auction prices

11

Opening prices

12

Closing prices

13

Settlement prices

14

Underlying prices

15

Open interest

16

Index values

17

Margin rates

18

Outages

Additional detail from the official source

System halt due to a technical malfunction or failure.

19

Scheduled auctions

20

Reference prices

21

Trade value

Additional detail from the official source

Trade size multiplied by price.

22

Market data fee items

Additional detail from the official source

Fees related to market data access.

23

Rebates

Additional detail from the official source

Rebate items offered to the client.

24

Discounts

Additional detail from the official source

Discounts offered to the client.

25

Payments

Additional detail from the official source

Other benefits offered to the client.

26

Taxes

Additional detail from the official source

Taxes incurred.

27

Levies

Additional detail from the official source

Levies incurred.

28

Benefits

Additional detail from the official source

Benefits offered to the client.

29

Fees

30

Orders and RFQs (Request for quotes)

31

Market makers

32

Trading interruptions

Additional detail from the official source

Disruption in trading due to an automatic or manual decision.

33

Trading suspensions

Additional detail from the official source

An instrument is deliberately prevented from being quoted or traded due to a decision by execution venue or a competent authority.

34

No quotes

Additional detail from the official source

Period of no quotes received.

35

Request for quotes

36

Trade volume

Additional detail from the official source

Quantity traded.

About the int data type

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").

Used in messages 2

Includes nested components and repeating groups. Open a location to see its surrounding requirements.