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FIXtags

FIX TAG 2458

MDStatisticSubScope

intAdded FIX.5.0SP2 · EP191

Definition

Sub-scope of the statistics to further reduce the entities used as basis for the statistics.

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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 33

ValueMeaning
1

Visible

Additional detail from the official source

Only includes visible orders and/or quotes.

2

Hidden

Additional detail from the official source

Only includes hidden orders and/or quotes.

3

Indicative

Additional detail from the official source

Only includes IOIs and non-tradable quotes.

4

Tradeable

Additional detail from the official source

Excludes IOIs and indicative quotes.

5

Passive

Additional detail from the official source

Only includes resting orders and tradeable quotes.

6

Market consensus

Additional detail from the official source

Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band.

7

Power

Additional detail from the official source

Outages due to power failure.

8

Hardware error

Additional detail from the official source

Outages due to a hardware malfunction or failure.

9

Software error

Additional detail from the official source

Outages due to a software malfunction or failure.

10

Network error

Additional detail from the official source

Outages due to network error.

11

Failed

Additional detail from the official source

Transaction voided by the execution venue.

12

Executed

Additional detail from the official source

Total or partial execution of an order or quote.

13

Entered

Additional detail from the official source

Order or quote entry.

14

Modified

Additional detail from the official source

Order or quote modification.

15

Cancelled

Additional detail from the official source

Order or quote cancellation.

16

Market data access

17

Terminal access

18

Volume

Additional detail from the official source

Specifies sub-scope of market data per volume.

19

Cleared

Additional detail from the official source

Cleared trade.

20

Settled

Additional detail from the official source

Settled trade.

21

Other

Additional detail from the official source

Any other fees incurred by the client.

22

Monetary

Additional detail from the official source

Monetary benefits offered to the clients.

23

Non-monetary

Additional detail from the official source

Non-monetary benefits offered to the clients

24

Gross

Additional detail from the official source

Total fees excluding rebates and discounts.

25

Large in scale

Additional detail from the official source

Means an order classified as large in scale in accordance with a regulatory definition.

26

Neither hidden nor large in scale

Additional detail from the official source

Excluding orders pending disclosures and LIS.

27

Corporate action

Additional detail from the official source

Specifies type of trading suspension.

28

Venue decision

Additional detail from the official source

Specifies type of trading suspension.

29

Minimum time period

Additional detail from the official source

Minimum time period for the event defined by scope.

30

Open

Additional detail from the official source

Open status of RFQs (request for quotes), no quotes have been provided.

31

Not executed

Additional detail from the official source

Orders or quotes that didn't execute.

32

Aggressive

Additional detail from the official source

Order or Quote entered into the order book that took liquidity.

33

Directed

Additional detail from the official source

An order where execution venue is specified by the client.

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.